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A Note on Utility Maximization with Unbounded Random Endowment

A Note on Utility Maximization with Unbounded Random Endowment
デジタル文書・図像類
尾張, 圭太Institute of Economic Research, Hitotsubashi University2009-10
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  • 件名Utility maximization Convex duality method Martingale measures

A Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives

A Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives
デジタル文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2005-05CRR Working Paper, Series BB-4p.1-21
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A Note on Pricing Derivartives in an Incomplete Market

A Note on Pricing Derivartives in an Incomplete Market
デジタル文書・図像類
高橋, 一Graduate School of Economics, Hitotsubashi University2000-08
インターネットで読める全国の図書館
  • 件名Incomplete market method of least squares martingale measures embedded complete markets

A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives

A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives
デジタル文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2005-08CRR Working Paper, Series BB-7p.1-21
全国の図書館

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