A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Levy Market

dc.contributor.advisor	今井, 潤一 / 准教授
dc.contributor.author	KANEKO, YASUHIRO / 金子, 泰啓
dc.date.accessioned	2014-05-16T01:16:44Z
dc.date.available	2014-05-16T01:16:44Z
dc.date.issued	2013-03-23
dc.description	修士（工学）, 2012, 開放環境科学専攻
dc.identifier.uri	/sigma_local/handle/10721/6553
dc.publisher	慶應義塾大学理工学研究科
dc.subject	シミュレーション	ja
dc.subject	確率計画	ja
dc.subject	デリバティブ	ja
dc.subject	ヘッジ	ja
dc.subject	Levy過程	ja
dc.subject	準モンテカルロ	ja
dc.subject	Simulation	en
dc.subject	Stochastic programming	en
dc.subject	Hedging derivatives	en
dc.subject	Levy process	en
dc.subject	Quasi Monte Carlo	en
dc.title	A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Levy Market
dc.title.alternative	A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Levy Market
dc.type	学位論文

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