Optimal hedging in the presence of shortfall risk

Author(s)

    • Nakano, Yumiharu

Bibliographic Information

Optimal hedging in the presence of shortfall risk

Yumiharu Nakano

(Hokkaido University technical report series in mathematics = 北海道大学数学講究録, ser. #94)

Dept. of Mathematics, Hokkaido University, 2005.3

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Note

Thesis--Hokkaido University, Graduate School of Science

Includes bibliographical references.

Related Books: 1-1 of 1

Details

  • NCID
    BA7316785X
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Sapporo
  • Pages/Volumes
    43 p
  • Size
    30 cm
  • Parent Bibliography ID
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