Stochastic Processes and Applications to Mathematical Finance: Proceedings of the Ritsumeikan International Symposium Book

	Numerical analysis and misspecifications in France : from model risk to localization error estimates for nonlinear PDEs	1
	The term structure of interest rates as a random field : a stochastic integration approach	27
	Revisiting the Greeks for European and American options	53
	Excursions in the martingale hypothesis	73
	Analysis of jump processes and its application to optimal control	97
	Structure on solutions of ergodic type bellman equations of first and second orders : some observations through the singular limits	119
	Multivariate utility maximization under transaction costs	133
	Enlargement of filtrations and models for insider trading	151
	Variational equality and portfolio optimization for price processes with jumps	167
	Applications of the asymptotic expansion approach based on Malliavin-Watanabe calculus in financial problems	195
	A new simulation method of diffusion processes applied to finance	233
	Non linear feedback effects by hedging strategies	255
	Risky fraction processes and problems with transaction costs	271
	Noncausal cauchy problem for the noncausal SDEs	289
	A benchmark framework for risk management	305
	On Dufresne's perpetuity, translated and reflected	337
	An analytic approach to secure pseudo-random generation	355
	Some problems related to the black-scholes type security markets	369