Option Pricing and Hedging under Stochastic Verhulst-Gompertz Equation
Bibliographic Information
- Title
- Option Pricing and Hedging under Stochastic Verhulst-Gompertz Equation
- Author
- AKAKABE, Hiroyasu and TABATA, Yoshio
Journal
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- Scientiae Mathematicae Japonicae
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Scientiae Mathematicae Japonicae 77/2&3 239-250, 2011
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Details 詳細情報について
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- CRID
- 1010282257136029459
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- Article Type
- journal article
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- Data Source
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- KAKEN