文献
J-GLOBAL ID:201802261566580718
整理番号:18A0400798
デリバティブ価格決定分布の厳密な解析解を用いたリスク定量化【Powered by NICT】
Quantifying risks with exact analytical solutions of derivative pricing distribution
著者 (7件):
Zhang Kun
(State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, Changchun, Jilin, 130022, PR China)
,
Liu Jing
(Quantitative Finance Center, Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, 11794, United States)
,
Wang Erkang
(State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, Changchun, Jilin, 130022, PR China)
,
Wang Jin
(State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, Changchun, Jilin, 130022, PR China)
,
Wang Jin
(Quantitative Finance Center, Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, 11794, United States)
,
Wang Jin
(Department of Chemistry and Physics, Stony Brook University, Stony Brook, NY, 11794, United States)
,
Wang Jin
(Harriman School of Business Management, Stony Brook University, Stony Brook, NY, 11794, United States)
資料名:
Physica A. Statistical Mechanics and Its Applications
(Physica A. Statistical Mechanics and Its Applications)
巻:
471
ページ:
757-766
発行年:
2017年
JST資料番号:
D0322B
ISSN:
0378-4371
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)