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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/22861

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Title: Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing
Authors: 柏原, 聡
Issue Date: 23-Mar-2012
Physical Description: 85 p.
Degree: 博士(経営)
Degree Grantor: 一橋大学
Language: eng
Text Version: publisher
Appears in Collections:020a Doctral Degree = 博士論文(~2013.3.31)

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