Stochastic Processes and Applications to Mathematical Finance
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Published By WORLD SCIENTIFIC

9789812565198, 9789812774637

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

[GLP & MEMM] Pricing Models and Related Problems

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0004 ◽

2006 ◽

Cited By ~ 1

Author(s):

Yoshio Miyahara

Keyword(s):

Pricing Models

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Martingale Representation Theorem and Chaos Expansion

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0007 ◽

2006 ◽

Author(s):

Shinzo Watanabe

Keyword(s):

Representation Theorem ◽

Chaos Expansion ◽

Martingale Representation ◽

Martingale Representation Theorem

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On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0006 ◽

2006 ◽

Cited By ~ 1

Author(s):

Hiroya Hashimoto ◽

Takahiro Tsuchiya ◽

Toshio Yamada

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stable Processes ◽

Symmetric Stable Processes

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Topics Related to Gamma Processes

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0005 ◽

2006 ◽

Cited By ~ 2

Author(s):

Makoto Yamazato

Keyword(s):

Gamma Processes

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Hedging of Credit Derivatives in Models with Totally Unexpected Default

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0002 ◽

2006 ◽

Cited By ~ 12

Author(s):

Tomasz R. Bielecki ◽

Monique Jeanblanc ◽

Marek Rutkowski

Keyword(s):

Credit Derivatives

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Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0001 ◽

2006 ◽

Author(s):

Emilio Barucci ◽

Paul Malliavin ◽

Maria Elvira Mancino

Keyword(s):

Harmonic Analysis ◽

Nonparametric Estimation ◽

Analysis Methods

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FRONT MATTER

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_fmatter ◽

2006 ◽

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A Large Trader-Insider Model

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812774637_0003 ◽

2006 ◽

Author(s):

Arturo Kohatsu-Higa ◽

Agnès Sulem

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Stochastic Processes and Applications to Mathematical FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

[GLP & MEMM] Pricing Models and Related Problems

Martingale Representation Theorem and Chaos Expansion

On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α

Topics Related to Gamma Processes

Hedging of Credit Derivatives in Models with Totally Unexpected Default

Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications

FRONT MATTER

A Large Trader-Insider Model

Stochastic Processes and Applications to Mathematical Finance
Latest Publications