Approximations and asymptotics of upper hedging prices in multinomial models (Mathematical engineering technical reports ; METR 2010-21)

Approximations and asymptotics of upper hedging prices in multinomial models

(Mathematical engineering technical reports ; METR 2010-21)

Author: Ryuichi Nakajima, Masayuki Kumon, Akimichi Takemura, Kei Takeuchi [著]

Publisher: Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo

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Material Type: 図書
Title: Approximations and asymptotics of upper hedging prices in multinomial models
Author/Editor: Ryuichi Nakajima, Masayuki Kumon, Akimichi Takemura, Kei Takeuchi [著]
Series Title: Mathematical engineering technical reports ; METR 2010-21
Publication, Distribution, etc.: Tokyo : Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo
Publication Date: 2010.7
Publication Date (W3CDTF): 2010
Extent: 17p
Size: 30cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: MA21
Target Audience: 一般
Note (Bibliography): 文献あり
Holding library: 国立国会図書館
Call No.: MA21-B677
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000011139762
http://id.ndl.go.jp/bib/000011139762
National Bibliography No. (JPNO): 21902547
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 113