Studies on Noncausal Problems in Mathematical Sciences
Studies on Noncausal Problems in Mathematical Sciences
批准号:
19540153
负责人:
OGAWA Shigeyoshi
金额:
$2.25万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2007
资助国家:
日本
项目状态:
已结题
起止时间:
2007 至 2009
中文摘要
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英文摘要
In various fields of mathematical sciences, including theory of finance, there arise many problems of noncausal nature that can be treated not in theusual theory of Ito Calculus but in the framework of noncausal calculus originated by the author in 1893. In this research program we have aimed to investigate the theoretical back ground of the theory as well as some numerical problems concerned with the finance. In both directions, we have obtained many fundamental theoretical results and numerical schemes, those were published in journals and presented at many international conferences.
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Real time estimator for the volatilities
波动率的实时估计器
DOI:
--
发表时间:
2007
期刊:
Monte Carlo Methods and Applications 10
影响因子:
--
作者:
[Julian Lawrynowicz, Malgorzata Nowak-Kepczyk, Osamu Suzuki, 安藤広, S.Ogawa & K.Wakavama]
通讯作者:
S.Ogawa & K.Wakavama
DOI:
--
发表时间:
2008
期刊:
影响因子:
--
作者:
[S. Ogawa, H-L. Ngo, 下村勝孝, Shigeyoshi OGAWA, 下村勝孝, 下村勝孝, S. Ogawa]
通讯作者:
S. Ogawa
Un essaie pour l'estimation de volatilite en temps-reel
关于时间卷挥发性物质估计的文章
DOI:
--
发表时间:
2007
期刊:
影响因子:
--
作者:
[S. Ogawa, H-L. Ngo, 下村勝孝, Shigeyoshi OGAWA, 下村勝孝, 下村勝孝, S. Ogawa, S. Ogawa, 下村勝孝, S. Ogawa]
通讯作者:
S. Ogawa
Real time scheme for volatility estimation
波动率估计的实时方案
DOI:
--
发表时间:
2008
期刊:
影响因子:
--
作者:
[S. Ogawa, H-L. Ngo, 下村勝孝, Shigeyoshi OGAWA]
通讯作者:
Shigeyoshi OGAWA
DOI:
--
发表时间:
2008
期刊:
影响因子:
--
作者:
[S. Ogawa, H-L. Ngo, 下村勝孝, Shigeyoshi OGAWA, 下村勝孝, 下村勝孝, S. Ogawa, S. Ogawa]
通讯作者:
S. Ogawa
共 26 条
Basic study on noncausal stochastic differential equations
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批准号:22540157
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项目类别:Grant-in-Aid for Scientific Research (C)
-
资助金额:$2.16万
-
财政年份:2010
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负责人:OGAWA Shigeyoshi
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依托单位:
Stochastic numerical analysis of nmlinear diffusion phenam
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批准号:11640108
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.18万
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财政年份:1999
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负责人:OGAWA Shigeyoshi
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依托单位:
Stochastic Numerical Analysis of Nonlinear Diffusions
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批准号:09640263
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.3万
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财政年份:1997
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负责人:OGAWA Shigeyoshi
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依托单位:
海外基金