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Mathematical Finance

Workshop of the Mathematical Finance Research Project, Konstanz, Germany, October 5–7, 2000

  • Michael Kohlmann
  • Shanjian Tang
Conference proceedings

Part of the Trends in Mathematics book series (TM)

Table of contents

  1. Front Matter
    Pages 1-18
  2. Sergio Albeverio, LanJun Lao, XueLei Zhao
    Pages 19-28
  3. Sergio Albeverio, LanJun Lao, XueLei Zhao
    Pages 29-39
  4. David R. Alexander, Emmanuel E. Haven
    Pages 40-48
  5. Agata Altieri, Tiziano Vargiolu
    Pages 49-58
  6. Arunabha Bagchi, K. Suresh Kumar
    Pages 59-68
  7. José Fajardo Barbachan
    Pages 69-78
  8. Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam
    Pages 79-88
  9. T. Bielecki, A. Harris, J. Li, S. Pliska
    Pages 99-110
  10. Svetlana I. Boyarchenko, Sergei Z. Levendorskii
    Pages 121-130
  11. Mark H. A. Davis, Walter Schachermayer, Robert G. Tompkins
    Pages 130-139
  12. R. J. Elliott, J. van der Hoek
    Pages 140-151
  13. Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar
    Pages 152-161
  14. Hans-Joachim Girlichl
    Pages 168-170
  15. Rudolf Gorenflo, Francesco Mainardi, Enrico Scalas, Marco Raberto
    Pages 171-180
  16. Vicky Henderson
    Pages 181-193
  17. R. N. Krutchenko, A. V. Melnikov
    Pages 215-229
  18. David Lefèvre, Bernt Øksendal, Agnès Sulem
    Pages 239-249
  19. S. Nagornii, G. Dozeman
    Pages 271-282
  20. Eckhard Platen
    Pages 293-301
  21. Mark Shackleton, Rafał Wojakowski
    Pages 339-344
  22. Rafał Wojakowski, Mark Shackleton
    Pages 365-374

About these proceedings

Keywords

Finite Mathematical Finance Probability and Statistics Stochastic Differential Equations Variance equation modeling stochastic finance theorem

Editors and affiliations

  • Michael Kohlmann
    • 1
  • Shanjian Tang
    • 2
  1. 1.Fakultät für Mathematik und InformatikUniversität KonstanzKonstanzGermany
  2. 2.Department of MathematicsFudan UniversityShanghaiChina

Bibliographic information

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