مرکز منطقه ای اطلاع رساني علوم و فناوري - Minimization of shortfall risk in a jump-diffusion model

Title of article :

Minimization of shortfall risk in a jump-diffusion model

Author/Authors :

Yumiharu Nakano، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Jump-diיusion model , Shortfall risk

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140271

Link To Document :