Art
J-GLOBAL ID：200902282685196074   Reference number：04A0728233

Pricing Path-Dependent Securities by the Extended Tree Method

拡張木法による経路依存型保証の価格決定
Author (1)：
KISHIMOTO N

About KISHIMOTO N

(Hosei Univ., Tokyo, JPN)

About Hosei Univ., Tokyo, JPN


Material：
Management Science  (Manag Sci)

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Volume： 50  Issue： 9  Page： 1235-1248  Publication year： Sep. 2004 
JST Material Number： E0196A  ISSN： 0025-1909  CODEN： MSCIA  Document type： Article
Article type： 原著論文  Country of issue： United States (USA)  Language： ENGLISH (EN)
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*securities

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,...
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Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
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JST classification (2)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

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,  Other methods of operations research 
(KA03070E)

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Terms in the title (5)：
Terms in the title
Keywords automatically extracted from the title.
拡張

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, 
木

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, 
経路依存

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, 
保証

About 保証

, 
価格

About 価格


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