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Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 6th International Symposium, Ritsumeikan University, Japan, 6-10 March 2006
Posted on 2010-04-14
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Publisher: World Scientific Publishing Company (2007) Binding: Hardcover, 297 pages pricer: $118.00 ISBN-10: 9812704132 editorialreviews This book contains articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance. Examples of topics are applications of Malliavin calculus and numerical analysis to a new simulation scheme for calculating the price of financial derivatives, applications of the asymptotic expansion method in Malliavin calculus to financial problems, semimartingale decompositions under an enlargement of filtrations in connection with insider problems, and the problem of transaction costs in connection with stochastic control and optimization problems.
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