Minimizing coherent risk measures of shortfall in incomplete markets | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	Minimizing coherent risk measures of shortfall in incomplete markets

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:

Volume, Number, Page

Published date

2001

Publisher

Japanese:
English:

Conference name

Japanese:	理財工学研究センターシンポジウム「数理ファイナンスとシミュレーション技術」
English:

Conference site

Japanese:
English:

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