Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market Masafumi Takahashi OriginalPaper Pages: 87 - 119
Non-Gaussian distribution for stock returns and related stochastic differential equation Yuichi Nagahara OriginalPaper Pages: 121 - 149
An implementation of the HJM model with application to Japanese interest futures Kenji KamizonoTakeaki Kariya OriginalPaper Pages: 151 - 170
Quality options and hedging in Japanese Government Bond Futures markets Shang-Wu YuMichael TheobaldJohn Cadle OriginalPaper Pages: 171 - 193
