Bounding European-type Contingent Claim Prices via Hedging Strategy with Coherent Risk Measure
書誌事項
- タイトル
- Bounding European-type Contingent Claim Prices via Hedging Strategy with Coherent Risk Measure
- 著者
- J.Gotoh, Y.Yamamoto, W.Yao
- 公開日
- 2009
- 資源種別
- journal article
収録刊行物
-
- Department of Social Systems and Management Discussion Paper Series.Univ.of Tsukuba. 1240
-
Department of Social Systems and Management Discussion Paper Series.Univ.of Tsukuba. 1240 2009
