松本, 浩一
VIAF ID: 947156012427549700003 (Personal)
Permalink: http://viaf.org/viaf/947156012427549700003
Preferred Forms
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100 1 _
‡a
松本, 浩一
4xx's: Alternate Name Forms (1)
Works
| Title | Sources |
|---|---|
| Dynamic programming and mean-variance hedging with partial execution risk |
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| Hedging derivatives with model risk |
|
| Mean-variance hedging in random discrete trade time |
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| Optimal portfolio of the low liquid ssset = 低流動性資産のポートフォリオ最適化 |
|
| Option replication in discrete time with illiquidity |
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| Portfolio insurance with liquidity risk |
|
| Simple improvement method for upper bound of american option |
|
