デフォルトリスクモデルに対する一考察 (<小特集>経済の数理解析)
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概要
著者
関連論文
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座談会「応用数理と私」
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Approximation of Expectation of Diffusion Processes based on Lie Algebra and Malliavin Calculus (Mathematical Economics)
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On Law Invariant Coherent Risk Measures : Mathematical Finance (Mathematical Economics)
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確率解析の教科書から [1] Ikeda, N., and Watanabe, S., Stochastic Differential Equations and Diffusion Processes, North-Holand/Kodansha, 1989 / [2] McKean, H.P., Stochastic Integrals, Academic Press, New York, 1969 / [3] Revuz, D., and Yor M., Continuous Martingales
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デフォルトリスクモデルに対する一考察 (経済の数理解析)
スポンサーリンク