Academic Thesis
|
|
Basic information
|
| Name | Imai Yuto |
| Belonging department | |
| Occupation name | |
| researchmap researcher code | 7000007449 |
| researchmap agency | Japan System Techniques Univesity |
 |
On the difference between locally risk-minimizing and delta hedging strategies for exponential Le’vy model
|
Joint Author
|
Yuto Imai and Takuji Arai
|
|
|
Japan J. Indust. Appl. Math.
|
|
|
|
|
|
2017
|
Exist
|
|
|
Research papers (academic journals)
|
|
|
|
|
|
10.1007/s13160-017-0268-6
|
|