マーケットインパクトの非線形性,弾力性,不確実性及びそれらの執行戦略への影響について(特集数理ファイナンス)

Journal name: 日本応用数理学会論文誌 = Transactions of the Japan Society for Industrial and Applied Mathematics / 日本応用数理学会編 24(3):2014

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Material Type: 記事
Title: マーケットインパクトの非線形性,弾力性,不確実性及びそれらの執行戦略への影響について
Author/Editor: 石谷謙介
加藤恭
Series Title: 特集数理ファイナンス
Author Heading: 石谷謙介
加藤恭
Alternative Title: Non-Linearity, Resilience, Uncertainty of Market Impact Functions and Their Effects on Execution Strategies
Periodical title: 日本応用数理学会論文誌 = Transactions of the Japan Society for Industrial and Applied Mathematics / 日本応用数理学会編
No. or year of volume/issue: 24(3):2014
Volume: 24
Issue: 3
Pages: 253-274
Publication date of volume/issue (W3CDTF): 2014
ISSN (Periodical Title): 0917-2246
ISSN-L (Periodical Title): 0917-2246
Publication (Periodical Title): 東京 : 日本応用数理学会
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZM31
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z15-727
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 025834629
http://id.ndl.go.jp/bib/025834629
Bibliographic Record Category (NDL): 632