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STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCEProceedings of the Ritsumeikan International Symposium Kusatsu, Shiga, Japan, 5 - 9 March 2003 edited by Jiro Akahori, Shigeyoshi Ogawa & Shinzo Watanabe (Ritsumeikan University, Japan) This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Lévy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. Readership: Graduate students and researchers in the fields of stochastic processes and mathematical finance. |
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