On optimal selling strategy for assets driven by exponential L ́evy processes,

Roman Ivanov, Katsunori Ano

研究成果: Article › 査読

本文言語	English
ページ（範囲）	174-185
ジャーナル	Proceedings of Japanese Association of Financial Econometrics and Engineering
巻	2011
出版ステータス	Published - 2011 10 14

引用スタイル

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title = "On optimal selling strategy for assets driven by exponential L{\' }evy processes,",

author = "Roman Ivanov and Katsunori Ano",

year = "2011",

month = oct,

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language = "English",

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pages = "174--185",

journal = "Proceedings of Japanese Association of Financial Econometrics and Engineering",

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AU - Ano, Katsunori

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VL - 2011

SP - 174

EP - 185

JO - Proceedings of Japanese Association of Financial Econometrics and Engineering

JF - Proceedings of Japanese Association of Financial Econometrics and Engineering

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