Academic Thesis

Basic information

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

Title

Comparison of Local Risk Minimization and Delta Hedging for Exponential Le’vy Models

Bibliography Type

Joint Author

Author

Yuto Imai and Takuji Arai

OwnerRoles

Summary

Magazine(name)

JSIAM Letters

Publisher

Volume

7

Number Of Pages

StartingPage

77

EndingPage

80

Date of Issue

2015

Referee

Exist

Invited

Language

Thesis Type

Research papers (academic journals)

International Journal

International Collaboration

ISSN

eISSN

ISBN

DOI

10.14495/jsiaml.7.77

URL

Format

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