Ausgabe 4/2010
Special issue:Papers selected from the 8th JAFEE-Columbia Conference on Mathematical Finance and The 8th Ritsumeikan International Symposium on Stochastic Processes and Application to Mathematical Finance
Inhalt (6 Artikel)
Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations
F. C. Klebaner, E. Azmy
The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black–Scholes Model
Koichiro Takaoka, Hidenori Futami