多目的バスケットオプションの動的ヘッジと分散型ポートフォリオマネジメントへの応用

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Material Type: 文書・図像類
Title: 多目的バスケットオプションの動的ヘッジと分散型ポートフォリオマネジメントへの応用
Author/Editor: 山田, 雄二
Author Heading: 山田, 雄二ヤマダ, ユウジ
Publication Date: 2013
Publication Date (W3CDTF): 2013
Alternative Title: Dynamic hedging of multi-objective basket options and its application to portfolio diversification and management
Text Language Code: jpn
Target Audience: 一般
Note (General): 科学研究費助成事業(科学研究費補助金)研究成果報告書：基盤研究(C)2010-2012 課題番号：22510138
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): 筑波大学 : つくばリポジトリ