A Contingent Claim Analysis of Suicide

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Note (General)：: https://www.grips.ac.jp/list/jp/facultyinfo/ikeda_shinsuke/JEL Classification Codes: D91, G13, J24経済学 / Economics

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Summary, etc.：: An option-theoretic model of suicide in the continuous time framework is proposed. Given completeness of the financial market and the associated conti...

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Material Type: 文書・図像類
Title: A Contingent Claim Analysis of Suicide
Author/Editor: IKEDA, Shin S.
Author Heading: IKEDA, Shin S.
Publication, Distribution, etc.: GRIPS Policy Research Center
Publication Date: 2013-05-28
Publication Date (W3CDTF): 2013-05-28
Periodical title: GRIPS Discussion Papers
No. or year of volume/issue: DP13-05
Volume: DP13-05
Text Language Code: eng
Subject Heading: Suicide
American Put Option
Human Capital
Delayed Exercise Premium
Immediate Exercise Boundary
Target Audience: 一般
Note (General): https://www.grips.ac.jp/list/jp/facultyinfo/ikeda_shinsuke/
JEL Classification Codes: D91, G13, J24
経済学 / Economics
DOI: 10.24545/00001116
Access Restrictions: 限定公開
Related Material: isIdenticalTo
https://ideas.repec.org/p/ngi/dpaper/13-05.html
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): 政策研究大学院大学 : 政策研究大学院大学学術機関リポジトリ