Quantile hedging and minimizing the expected shortfall for bond options
Digital data available（学術機関リポジトリデータベース）
Begin reading now
CiNii Research
Holdings of Libraries in Japan
This page shows libraries in Japan other than the National Diet Library that hold the material.
Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.
other
CiNii Research
Search ServiceDigitalYou can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.
Bibliographic Record
You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.
- Material Type
- 記事
- Author/Editor
- 辻井 芳樹
- Author Heading
- Alternative Title
- 債権オプションに対するクォンタイル・ヘッジおよび期待不足額の最小化
- Periodical title
- 京都産業大学論集. 自然科学系列 = Acta humanistica et scientifica, Universitatis Sangio Kyotiensis. Natural science series
- No. or year of volume/issue
- (38) 2009.3
- Issue
- 38
- Pages
- 17～27
- Publication date of volume/issue (W3CDTF)
- 2009-03