Minimization of shortfall risk in a jump-diffusion model | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	Minimization of shortfall risk in a jump-diffusion model

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Statistics & Probability Letters

Volume, Number, Page

Vol. 67 pp. 87-95

Published date

2004

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

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