Stochastic Processes and Applications to Mathematical Finance
Latest Publications

TOTAL DOCUMENTS

19

(FIVE YEARS 0)

H-INDEX

5

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789812387783, 9789812702852

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A New Simulation Method of Diffusion Processes Applied to Finance

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0011 ◽

2004 ◽

Author(s):

Shigeo Kusuoka ◽

Syoiti Ninomiya

Keyword(s):

Diffusion Processes ◽

Simulation Method

Download Full-text

Structure on Solutions of Ergodic Type Bellman Equations of First and Second Orders: Some Observations through the Singular Limits

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0006 ◽

2004 ◽

Author(s):

Hidehiro Kaise ◽

Shuenn-Jyi Sheu

Keyword(s):

Bellman Equations ◽

Singular Limits

Download Full-text

Excursions in the Martingale Hypothesis

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0004 ◽

2004 ◽

Author(s):

Paolo Guasoni

Keyword(s):

Martingale Hypothesis

Download Full-text

FRONT MATTER

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_fmatter ◽

2004 ◽

Download Full-text

Some Problems Related to the Black-Scholes Type Security Markets

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0018 ◽

2004 ◽

Author(s):

Jiongmin Yong

Keyword(s):

Security Markets ◽

Download Full-text

Analysis of Jump Processes and Its Application to Optimal Control

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0005 ◽

2004 ◽

Author(s):

Yasushi Ishikawa

Keyword(s):

Optimal Control ◽

Download Full-text

Non Linear Feedback Effects by Hedging Strategies

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0012 ◽

2004 ◽

Author(s):

Maria Elvira Mancino ◽

Shigeyoshi Ogawa

Keyword(s):

Linear Feedback ◽

Feedback Effects ◽

Hedging Strategies ◽

Download Full-text

Noncausal Cauchy Problem for the Noncausal SDEs

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0014 ◽

2004 ◽

Author(s):

Shigeyoshi Ogawa

Keyword(s):

Download Full-text

Enlargement of Filtrations and Models for Insider Trading

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0008 ◽

2004 ◽

Author(s):

Arturo Kohatsu-Higa

Keyword(s):

Insider Trading

Download Full-text

Multivariate Utility Maximization under Transaction Costs

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0007 ◽

2004 ◽

Author(s):

Kenji Kamizono

Keyword(s):

Transaction Costs ◽

Utility Maximization

Download Full-text