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書誌情報	ファイル
Comparison of insider's optimal strategies, three different types of side information RIMS symposium, the 7th workshop on Stochastic Numerics,June 27-29,2005(The 7th Workshop on Stochastic Numerics) HILLAIRET, Caroline; PONTIER, Monique (2006-01) 数理解析研究所講究録, 1462: 131-144
Filtering volatility from data observed at random time intervals(The 7th Workshop on Stochastic Numerics) Cvitanic, Jaksa; Liptser, Robert; Rozovskii, Boris; Zaliapin, Ilya (2006-01) 数理解析研究所講究録, 1462: 1-25
確率摂動を含む経済成長方程式(確率数値解析に於ける諸問題,VII) 西岡, 國雄 (2006-01) 数理解析研究所講究録, 1462: 171-185
Volatility Smile/Smirk Properties of [GLP & MEMM] Models(The 7th Workshop on Stochastic Numerics) Miyahara, Yoshio; Moriwaki, Naruhiko (2006-01) 数理解析研究所講究録, 1462: 156-170
A review of recent results on weak approximation of solutions of stochastic differential equations(The 7th Workshop on Stochastic Numerics) Kohatsu-Higa, Arturo (2006-01) 数理解析研究所講究録, 1462: 145-155
Network Investment and Competition with Access-to-Bypass(The 7th Workshop on Stochastic Numerics) Hori, Keiichi; Mizuno, Keizo (2006-01) 数理解析研究所講究録, 1462: 186-201
Entropy representation of optimal logarithmic utility for insiders in Levy markets(The 7th Workshop on Stochastic Numerics) Kohatsu-Higa, Arturo; Yamazato, Makoto (2006-01) 数理解析研究所講究録, 1462: 46-56
Discrete Ito Formulas and Their Applications to Stochastic Numerics(The 7th Workshop on Stochastic Numerics) Akahori, Jiro (2006-01) 数理解析研究所講究録, 1462: 202-210
Quantization Methods in Filtering and Applications to Partially Observed Stochastic Volatility Models(The 7th Workshop on Stochastic Numerics) PHAM, Huyen (2006-01) 数理解析研究所講究録, 1462: 79-99
A survey on asymptotic evaluations of Wiener functional expectations(The 7th Workshop on Stochastic Numerics) Watanabe, Shinzo (2006-01) 数理解析研究所講究録, 1462: 211-216