STOCHASTIC PROCESSES & APPLN TO MATH'L..

STOCHASTIC PROCESSES & APPLN TO MATH'L..

Auteur: Akahori Jiro, Ogawa Shigeyoshi, Watanabe Shinzo
Éditeur: World Scientific Publishing Company
Année de publication: 2007
ISBN: 9789812704139

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This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

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