Quantile hedging for defaultable claims

Publication Information

Title

Japanese:
English:	Quantile hedging for defaultable claims

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009

Volume, Number, Page

p. 219-230

Published date

June 2010

Publisher

Japanese:
English:	World Scientific

Conference name

Japanese:
English:

Conference site

Japanese:
English:	Tokyo