藤田 岳彦 | Graduate School of Commerce and Management, Hitotsubashi University
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概要
関連著者
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藤田 岳彦
一橋大学商学研究科
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藤田 岳彦
Graduate School of Commerce and Management, Hitotsubashi University
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石村 直之
一橋大学経済学研究科
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石村 直之
Graduate School of Economics, Hitotsubashi University
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Tanaka Daichi
Sompo Japan Insurance Inc.
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石坂 元一
Graduate School of Commerce and Management, Hitotsubashi University
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石坂 元一
Graduate School Of Commerce And Management Hitotsubashi University
著作論文
- An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
- An Application of New Barrier Options (Edokko Options) for Pricing Bonds with Credit Risk
- On Some Properties of Holomorphic Diffusion Processes