HERMES-IR HITOTSUBASHI UNIVERSITY

HERMES-IR : Research & Education Resources >
030 Department Bulletin Papers = 本学紀要論文 >
一橋論叢 = The Hitotsubashi review >
126巻4号 (2001.10) >

Please use this identifier to cite or link to this item: http://doi.org/10.15057/10351

Files in This Item:

File Description SizeFormat
ronso1260400010.pdf747KbAdobe PDF
Download
Title: マルチンゲール理論に基づくデリバティブの価格付けと複製ポートフォリオ構築
Other Titles: Martingale Methods in Pricing Derivatives
Authors: 藤田, 岳彦
Issue Date: 1-Oct-2001
Publisher: 日本評論社(発売)
Citation: 一橋論叢
Volume: 126
Issue: 4
Start Page: 339
End Page: 364
Citation note: (新しい金融技術について = On New Financial Technologies)
Description: 論文タイプ||論説
Language: jpn
DOI: 10.15057/10351
Text Version: publisher
Appears in Collections:126巻4号 (2001.10)

Items in HERMES-IR are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! DSpace Software Copyright © 2002-2006 MIT and Hewlett-Packard - Feedback