Conference

Basic information

Name Imai Yuto
Belonging department
Occupation name
researchmap researcher code 7000007449
researchmap agency Japan System Techniques Univesity

Title

A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes

Author

Yuto Imai - Nishogakusha University (Japan) [presenting]
Takuji Arai - Keio University (Japan)

Journal

The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)

Publication Date

2019/07/26

Start Date

 

End Date

Invited

Exist

Language

Country/Region

Conference Class

International conferences

International Collaboration

Conference Type

Verbal presentations (invitation, special)

Promoter

Venue

台湾国立中興大学

URL

Format

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Summary