TY  - DATA
AU  - Chan, Raymond H.
TI  - 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 
T2  - AMS/IP Studies in Advanced Mathematics, 
SN  - 9781470438166 (online)
AV  - QA273.A1 
PY  - 2002///
CY  - Providence, R.I.
PB  - American Mathematical Society : International Press
KW  - Probabilities
N1  - 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
UR  - http://www.ams.org/amsip/026
ER  -