Stochastic hyperbolic dynamics for infinite-dimensional forward rates and option pricing of general contingent claims

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	Proceedings of the 6th Columbia-JAFEE International Conference
Subtitle of host publication	Tokyo, March 15-16, 2003
Pages	116-137
Number of pages	21
Publication status	Published - 15 Mar 2003
Event	6th Columbia-JAFEE International Conference 2003 - Hitotsubashi University, Tokyo, Japan Duration: 15 Mar 2003 → 16 Mar 2003 Conference number: 6

Conference	6th Columbia-JAFEE International Conference 2003
Country/Territory	Japan
City	Tokyo
Period	15/03/03 → 16/03/03

Keywords

@inproceedings{705b1eef74124ec895059fb80a3ca20e,

title = "Stochastic hyperbolic dynamics for infinite-dimensional forward rates and option pricing of general contingent claims",

keywords = "METIS-216996",

author = "Aihara, \{Shin Ichi\} and Arunabha Bagchi",

year = "2003",

month = mar,

day = "15",

language = "English",

pages = "116--137",

booktitle = "Proceedings of the 6th Columbia-JAFEE International Conference",

note = "6th Columbia-JAFEE International Conference 2003 ; Conference date: 15-03-2003 Through 16-03-2003",

}

Stochastic hyperbolic dynamics for infinite-dimensional forward rates and option pricing of general contingent claims. / Aihara, Shin Ichi; Bagchi, Arunabha.
Proceedings of the 6th Columbia-JAFEE International Conference: Tokyo, March 15-16, 2003. 2003. p. 116-137.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Stochastic hyperbolic dynamics for infinite-dimensional forward rates and option pricing of general contingent claims

AU - Aihara, Shin Ichi

AU - Bagchi, Arunabha

N1 - Conference code: 6

PY - 2003/3/15

Y1 - 2003/3/15

KW - METIS-216996

M3 - Conference contribution

SP - 116

EP - 137

BT - Proceedings of the 6th Columbia-JAFEE International Conference

T2 - 6th Columbia-JAFEE International Conference 2003

Y2 - 15 March 2003 through 16 March 2003

ER -