Stochastic Processes and Applications to Mathematical Finance
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(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 ◽

Cited By ~ 7

Author(s):

Shigeo Kusuoka ◽

Syoiti Ninomiya

Keyword(s):

Diffusion Processes ◽

Simulation Method

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

Excursions in the Martingale Hypothesis

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0004 ◽

2004 ◽

Cited By ~ 3

Author(s):

Paolo Guasoni

Keyword(s):

Martingale Hypothesis

FRONT MATTER

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_fmatter ◽

2004 ◽

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 ◽

Black Scholes

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 ◽

Non Linear

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):

Cauchy Problem

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 ◽

Jump Processes

Multivariate Utility Maximization under Transaction Costs

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0007 ◽

2004 ◽

Cited By ~ 3

Author(s):

Kenji Kamizono

Keyword(s):

Transaction Costs ◽

Utility Maximization

Enlargement of Filtrations and Models for Insider Trading

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0008 ◽

2004 ◽

Cited By ~ 3

Author(s):

Arturo Kohatsu-Higa

Keyword(s):

Insider Trading

Stochastic Processes and Applications to Mathematical FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

A New Simulation Method of Diffusion Processes Applied to Finance

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

Excursions in the Martingale Hypothesis

FRONT MATTER

Some Problems Related to the Black-Scholes Type Security Markets

Non Linear Feedback Effects by Hedging Strategies

Noncausal Cauchy Problem for the Noncausal SDEs

Analysis of Jump Processes and Its Application to Optimal Control

Multivariate Utility Maximization under Transaction Costs

Enlargement of Filtrations and Models for Insider Trading

Stochastic Processes and Applications to Mathematical Finance
Latest Publications