Return to search

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

Page generated in 0.0018 seconds