Stochastic Processes and Applications to Mathematical Finance – Proceedings of the 6th Ritsumeikan International Conference by Jiro Akahori

Stochastic Processes and Applications to Mathematical Finance – Proceedings of the 6th Ritsumeikan International Conference by Jiro Akahori

By: Akahori Jiro

Publisher: World Scientific

Print ISBN: 9789812704139, 9812704132

eText ISBN: 9789812770448, 9812770445

This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.