図書

連続時間設定における無裁定証券価格の評価理論について : 状態価格、同値martingale測度とGirsanovの定理 (Working paper series ; B no.9)

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連続時間設定における無裁定証券価格の評価理論について : 状態価格、同値martingale測度とGirsanovの定理

(Working paper series ; B no.9)

Call No. (NDL)
DF111-G32
Bibliographic ID of National Diet Library
000002600426
Material type
図書
Author
赤壁弘康 [著]
Publisher
神戸学院大学経済学会
Publication date
1996.11
Material Format
Paper
Capacity, size, etc.
27p ; 30cm
NDC
338.01
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Paper

Material Type
図書
Title Transcription
レンゾク ジカン セッテイ ニ オケル ムサイテイ ショウケン カカク ノ ヒョウカ リロン ニ ツイテ : ジョウタイ カカク ドウチ martingale ソクド ト Girsanov ノ テイリ
Author/Editor
赤壁弘康 [著]
Author Heading
赤壁, 弘康, 1959- アカカベ, ヒロヤス, 1959- ( 00208631 )Authorities
Publication, Distribution, etc.
Publication Date
1996.11
Publication Date (W3CDTF)
1996
Extent
27p