Optimal hedging in the presence of shortfall risk

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Note (General)：: Thesis--Hokkaido University, Graduate School of ScienceIncludes bibliographical references.

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Material Type: 図書
Title: Optimal hedging in the presence of shortfall risk
Author/Editor: Yumiharu Nakano
Author Heading: Nakano, Yumiharu
Publication, Distribution, etc.: Dept. of Mathematics, Hokkaido University
Publication Date: 2005.3
Publication Date (W3CDTF): 2005
Size: 30 cm
Place of Publication (Country Code): ja
Text Language Code: en
Target Audience: 一般
Note (General): Thesis--Hokkaido University, Graduate School of Science
Includes bibliographical references.
Related Material: Hokkaido University technical report series in mathematics = 北海道大学数学講究録
https://cir.nii.ac.jp/crid/1130000795140527360
Related Material (URI): https://ci.nii.ac.jp/ncid/BA7316785X#entity
Periodical Title: Hokkaido University technical report series in mathematics = 北海道大学数学講究録
https://cir.nii.ac.jp/crid/1130000795140527360
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA7316785X : BA7316785X