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Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing

博士(経営) / 85 p. / 一橋大学

Identiferoai:union.ndltd.org:hit-u.ac.jp/oai:hermes-ir.lib.hit-u.ac.jp:10086/22861
Date23 March 2012
Creators柏原, 聡, KASHIWABARA, Akira
ContributorsGraduate School of International Corporate Strategy, Hitotsubashi University
Source SetsHitotsubashi University
LanguageEnglish, English
Detected LanguageEnglish
TypeThesis or Dissertation, Text

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