Numerical approaches to local risk-minimization for exponential Levy models

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Material Type: 博士論文
Title: Numerical approaches to local risk-minimization for exponential Levy models
Author/Editor: 今井, 悠人
Imai, Yuto
Author Heading: 今井, 悠人
Imai, Yuto
Publication Date: 2016
Publication Date (W3CDTF): 2016
Alternative Title: 幾何レヴィ過程に対する局所リスク最小化戦略とその数値解析的研究
Pages: 7-76
Degree grantor/type: 早稲田大学
Date Granted: 2016-03-25
Dissertation Number: 甲第4862号
Degree Type: 博士(理学)
Text Language Code: eng
Target Audience: 一般
Note (General): 早大学位記番号:新7274
Format (IMT): application/pdf
Source: Honbun-7274.pdf （fulltext）
https://waseda.repo.nii.ac.jp/record/36128/files/Honbun-7274.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 早稲田大学 : 早稲田大学リポジトリ