Applied probability : proceedings of an IMS Workshop on Applied Probability, May 31, 1999-June 12, 1999 : Institute of Mathematical Sciences at the Chinese University of Hong Kong, Hong Kong, China : AMSIP volume 26
- Providence, R.I. : American Mathematical Society : International Press, c2002.
- 1 online resource (vii, 148 p. : ill.)
- AMS/IP Studies in Advanced Mathematics, v. 26 2472-5153 .
A direct method for stochastic automata networks ; Estimating the speed of random walks ; A new story of ergodic theory ; Solvability of a stochastic linear quadratic optimal control problem ; Convertible bonds with market risk and credit risk ; Quasi-Monte Carlo methods and their randomizations ; Contingent claim approach for analyzing the credit risk of defaultable currency swaps ; Dynamic insider trading ; A new hedging model and a nonlinear generalization of Black-Scholes formula ; An overview on the Martingale approach to option pricing ; On comparison theorems for diffusion processes
9781470438166 (online)
Probabilities
QA273.A1
A direct method for stochastic automata networks ; Estimating the speed of random walks ; A new story of ergodic theory ; Solvability of a stochastic linear quadratic optimal control problem ; Convertible bonds with market risk and credit risk ; Quasi-Monte Carlo methods and their randomizations ; Contingent claim approach for analyzing the credit risk of defaultable currency swaps ; Dynamic insider trading ; A new hedging model and a nonlinear generalization of Black-Scholes formula ; An overview on the Martingale approach to option pricing ; On comparison theorems for diffusion processes
9781470438166 (online)
Probabilities
QA273.A1