宇部工業高等専門学校研究報告

トップページへ戻る
Permalink : https://ypir.lib.yamaguchi-u.ac.jp/un/742
宇部工業高等専門学校研究報告 Volume 53
published_at 2007-03

Local risk-minimization under transaction costs depending on the underlying asset price

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
Yoshikawa Shuji
Yoshikawa Daisuke
fulltext
499 KB
UN20053000008.pdf
About This Article
Other Article
A Method of Particle Image Velocimetry Based on the Gradient Method
PP. 1 - 5
Color Identification of Glass Chips by Image Processing
PP. 7 - 11
A Study on a Speed Measurement of a Fall Ball in Video
PP. 13 - 17
An Influence of Thermal Decomposed Saccharide upon the Growth of Several Microorganisms (II)
PP. 19 - 24
Development of an energy saving type oxygen supply device with water transport function by contacting liquid film with air
PP. 25 - 27
Asymptotic Behavior of Reaction-Diffusion-Advection Systems
PP. 29 - 39
Analysis of feedback controlled wave patterns in a reaction-diffusion system
PP. 41 - 49
Local risk-minimization under transaction costs depending on the underlying asset price
PP. 51 - 59
Kinematic Equation with Tangential Component
PP. 61 - 64
On the Further Development of the Short-term Language Training System under the Academic Partnership with an Overseas University
PP. 65 - 71
A Study of Health Teaching Materials in ”Leaning of Physical Function” : Examination of Easy Inspection Method of Autonomic Function
PP. 73 - 77
The Image of the Napier Number e for Business Administration Students, and some episodes
PP. 79 - 83
Comparative Method of Systematic Structure of Literary Thought toward the Local Nature
PP. 85 - 90
宇部工業高等専門学校校外発表論文(抄録)
PP. 91 - 99
The Translation and Annotation of the Verses Which Zhang Ji Wrote(15)
PP. A1 - A28