An optimization approach to weak approximation of Levy-driven stochastic defferential equations with application to option pricing

Publication Information

Title

Japanese:
English:	An optimization approach to weak approximation of Levy-driven stochastic defferential equations with application to option pricing

Author

Japanese:	加嶋健司, 河合玲一郎.
English:	Kenji KASHIMA, Reiichiro Kawai.

Language

English

Journal/Book name

Japanese:	計測自動制御学会第9回制御部門大会資料 FC24
English:

Volume, Number, Page

Published date

Mar. 2009

Publisher

Japanese:
English:

Conference name

Japanese:	計測自動制御学会第9回制御部門大会
English:

Conference site

Japanese:	広島
English: