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Hedging of contingent claims under model uncertainty : a data-driven approach /

Thesis (Ph. D.)--University of Chicago, Dept. of Statistics, June 2000. / Includes bibliographical references. Also available on the Internet.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/44609694
Date January 2000
CreatorsHayashi, Takaki.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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