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償還条項付きアメリカンオプションの評価とその数値計算について

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償還条項付きアメリカンオプションの評価とその数値計算について

Call No. (NDL)
Z71-D256
Bibliographic ID of National Diet Library
6943459
Material type
記事
Author
瀬古 進ほか
Publisher
川崎 : 日本経営数学会
Publication date
2003-11
Material Format
Paper
Journal name
日本経営数学会誌 = Journal of Japan Society of Business Mathematics / 日本経営数学会 編 25(2) 2003.11
Publication Page
p.113~126
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Paper

Material Type
記事
Author/Editor
瀬古 進
澤木 勝茂
Periodical title
日本経営数学会誌 = Journal of Japan Society of Business Mathematics / 日本経営数学会 編
No. or year of volume/issue
25(2) 2003.11
Volume
25
Issue
2
Pages
113~126
Publication date of volume/issue (W3CDTF)
2003-11