Local risk-minimization under transaction costs depending on the underlying asset price
宇部工業高等専門学校研究報告 Volume 53
Page 51-59
published_at 2007-03
Title
原資産価格過程に依存する取引費用を伴うヘッジ戦略の局所リスク最小化
Local risk-minimization under transaction costs depending on the underlying asset price
Creators
Yoshikawa Daisuke
Source Identifiers
Languages
jpn
Resource Type
departmental bulletin paper
Publishers
宇部工業高等専門学校
Date Issued
2007-03
File Version
Version of Record
Access Rights
open access
Relations
[ISSN]0386-4359