Academic Thesis
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Basic information
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| Name | Imai Yuto |
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| researchmap researcher code | 7000007449 |
| researchmap agency | Japan System Techniques Univesity |
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A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
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Joint Author
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Takuji Arai and Yuto Imai
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Applied Mathematical Finance
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2018
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Exist
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Research papers (academic journals)
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