[Updated on July 12] Integration of CiNii Articles into CiNii Research from April 1, 2022

Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives

Bibliographic Information

Title
Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives
Author
Y. Yamada

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Details

  • CRID
    1010282257092805378
  • Article Type
    journal article
  • Data Source
    • KAKEN
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