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The 7th Workshop on Stochastic Numerics   20
(http://hdl.handle.net/2433/47150)

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   (2006-01)
  数理解析研究所講究録, 1462
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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
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Nonreversible Perturbations Accelerate Convergence(The 7th Workshop on Stochastic Numerics)
  Hwang, Chii-Ruey (2006-01)
  数理解析研究所講究録, 1462: 26-34
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Stochastic integral equations of Fredholm type(The 7th Workshop on Stochastic Numerics)
  OGAWA, Shigeyoshi (2006-01)
  数理解析研究所講究録, 1462: 35-45
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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
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Random Numbers for Parallel Computations(The 7th Workshop on Stochastic Numerics)
  Fushimi, Masanori (2006-01)
  数理解析研究所講究録, 1462: 57-62
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On the convergence rate of 2-dimensional low discrepancy sequences(The 7th Workshop on Stochastic Numerics)
  Ichikawa, Yuko, Mori, Makoto (2006-01)
  数理解析研究所講究録, 1462: 63-78
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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
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APPLICATION OF STOCHASTIC NUMERICAL METHODS IN MULTI-PERIOD OPTIMAL PORTFOLIO STRATEGIES : CASE STUDIES(The 7th Workshop on Stochastic Numerics)
  FUKAYA, RYUJI (2006-01)
  数理解析研究所講究録, 1462: 100-115
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PDE approach to utility maximization with partial information(The 7th Workshop on Stochastic Numerics)
  NAGAI, HIDEO, RUNGGALDIER, WOLFGANG J. (2006-01)
  数理解析研究所講究録, 1462: 116-130
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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
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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
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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
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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
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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
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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
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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
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On the probabilities associated with unitary matrices(The 7th Workshop on Stochastic Numerics)
  Takahashi, Y. (2006-01)
  数理解析研究所講究録, 1462: 217-223
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RANSACを用いた車両運転時のイベント検出法(確率数値解析に於ける諸問題,VII)
  佐野, 夏樹, 市村, 直幸, 栗田, 多喜夫, 大津, 展之, 鈴木, 秀男, 香田, 正人 (2006-01)
  数理解析研究所講究録, 1462: 224-230
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Noncausal Stochastic Calculus Revisited(The 7th Workshop on Stochastic Numerics)
  OGAWA, Shigeyoshi (2006-01)
  数理解析研究所講究録, 1462: 231-253
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List Of Items (Sorted by table of contents in Ascending order): 1 to 20 of 20