Pricing derivatives on two assets with model risk

Author(s)

• Ichikawa, Maki
• Matsumoto, Koichi

Bibliographic Information

Pricing derivatives on two assets with model risk

Maki Ichikawa and Koichi Matsumoto

（Discussion paper series, no. 2014-2）

Faculty of Economics, Kyushu University, 2014

Note

Includes bibliographical references (p. 17-20)

Details

• NCID: BB18094570
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 20 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314