Optimal hedging in the presence of shortfall risk

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Bibliographic Information

Title
"Optimal hedging in the presence of shortfall risk"
Statement of Responsibility
Yumiharu Nakano
Publisher
  • Dept. of Mathematics, Hokkaido University
Publication Year
  • 2005.3
Book size
30 cm

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Notes

Thesis--Hokkaido University, Graduate School of Science

Includes bibliographical references.

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Details 詳細情報について

  • CRID
    1130000798074823424
  • NII Book ID
    BA7316785X
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Sapporo
  • Data Source
    • CiNii Books
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