Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 -- August 4, 2005, held in honor of Kiyosi Itô.

DOI10.1007/978-3-540-70847-6MaRDI QIDQ883602zbMATH OpenOpenAlexFDO

Authors

Publication date 5 June 2007

Published in Abel Symposia (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-70847-6

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06)

Cited in

(3)

• Stochastic analysis and related topics V: The Silivri workshop, held in Silivri, Norway, July 18-29, 1994. Proceedings
• The PDEs and numerical scheme for derivatives under uncertainty volatility
• NONPARAMETRIC STOCHASTIC VOLATILITY

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