Stochastic analysis with financial applications : Hong Kong 2009 ; [Workshop on Stochastic Analysis and Finance] (English)
- New search for: Workshop on Stochastic Analysis and Finance
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- New search for: Kohatsu-Higa, Arturo
- Further information on Kohatsu-Higa, Arturo:
- http://d-nb.info/gnd/1014348722
- New search for: Workshop on Stochastic Analysis and Finance
- Further information on Workshop on Stochastic Analysis and Finance:
- http://d-nb.info/gnd/16326073-4
2011
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ISBN:
- Conference Proceedings / Print
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Title:Stochastic analysis with financial applications : Hong Kong 2009 ; [Workshop on Stochastic Analysis and Finance]
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Contributors:
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Conference:Workshop on Stochastic Analysis and Finance ; 2009 ; Hong Kong
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Published in:
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Publisher:
- New search for: Birkhäuser
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Place of publication:Basel
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Publication date:2011
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Size:VIII, 429 S.
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Remarks:235 mm x 155 mm
graph. Darst.
Literaturangaben -
ISBN:
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Type of media:Conference Proceedings
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Type of material:Print
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Language:English
- New search for: 31.70 / 85.03
- Further information on Basic classification
- New search for: 60Hxx / 00B25 / *60-06 / 91G80
- Further information on Mathematics Subject Classification
- New search for: 519.22 / 510
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Table of contents conference proceedings
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 3
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Dirichlet Forms for Poisson Measures and Levy Processes: The Lent Particle MethodBouleau, N. / Denis, L. et al. | 2011
- 21
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Stability of a Nonlinear Equation Related to a Spatially-inhomogeneous Branching ProcessChakraborty, S. / Kolkovska, E.T. / Lopez-Mimbela, J.A. et al. | 2011
- 33
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Backward Stochastic Difference Equations with Finite StatesCohen, S.N. / Elliott, R.J. et al. | 2011
- 43
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On a Forward-backward Stochastic System Associated to the Burgers EquationCruzeiro, A.B. / Shamarova, E. et al. | 2011
- 61
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On the Estimate for Commutators in DiPerna-Lions TheoryFang, S. / Lee, H. et al. | 2011
- 73
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Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian MotionGao, F. / Jiang, H. et al. | 2011
- 83
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Stochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White NoisesGoldys, B. / Zhang, X. et al. | 2011
- 99
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Optimal Stopping Problem Associated with Jump-diffusion ProcessesIshikawa, Y. et al. | 2011
- 121
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A Review of Recent Results on Approximation of Solutions of Stochastic Differential EquationsJourdain, B. / Kohatsu-Higa, A. et al. | 2011
- 145
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Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition DensityKohatsu-Higa, A. / Vayatis, N. / Yasuda, K. et al. | 2011
- 169
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Exponentially Stable Stationary Solutions for Delay Stochastic Evolution EquationsLuo, J. et al. | 2011
- 179
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Robust Stochastic Control and Equivalent Martingale MeasuresOksendal, B. / Sulem, A. et al. | 2011
- 191
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Multi-valued Stochastic Differential Equations Driven by Poisson Point ProcessesRen, J. / Wu, J. et al. | 2011
- 207
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Sensitivity Analysis for Jump ProcessesTakeuchi, A. et al. | 2011
- 221
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Quantifying Model Uncertainties in Complex SystemsYang, J. / Duan, J. et al. | 2011
- 255
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Convertible Bonds in a Defaultable Diffusion ModelBielecki, T.R. / Crepey, S. / Jeanblanc, M. / Rutkowski, M. et al. | 2011
- 299
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A Convexity Approach to Option Pricing with Transaction Costs in Discrete ModelsChiang, T.-S. / Sheu, S.-J. et al. | 2011
- 317
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Completeness and Hedging in a Levy Bond MarketCorcuera, J.M. et al. | 2011
- 331
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Asymptotically Efficient Discrete HedgingFukasawa, M. et al. | 2011
- 347
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Efficient Importance Sampling Estimation for Joint Default Probability: The First Passage Time ProblemHan, C.-H. et al. | 2011
- 361
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Market Models of Forward CDS SpreadsLi, L. / Rutkowski, M. et al. | 2011
- 413
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Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime SwitchingWei, J. / Yang, H. / Wang, R. et al. | 2011