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Levy過程の数理ファイナンス理論への応用

Levy過程の数理ファイナンス理論への応用
Paper図書
宮原孝夫, 名古屋市立大学 [著][宮原孝夫]2001-2003<Y151-H13640131>
National Diet Library
  • Subject Heading...Markov chain / Poisson random measure

Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows

Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows
Paper文書・図像類
Fujii, Masaaki, Takahashi, Akihiko日本経済国際共同センター2014-01Discussion paper series. CIRJE-FCIRJE-F-914
Other Libraries in Japan
  • Subject HeadingMean-variance hedging BSDE Filtering Queueing Jackson’s network Poisson random measure

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