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Title: A Binomial Model for Portfolio Insurance with transaction costs (Financial Modeling and Analysis)
Authors: 浦谷, 規  KAKEN_name
金銅, 孝明  KAKEN_name
寺井, 健太  KAKEN_name
Author's alias: Uratani, Tadashi
Kondo, Takaaki
Terai, Kenta
Issue Date: Feb-2016
Publisher: 京都大学数理解析研究所
Journal title: 数理解析研究所講究録
Volume: 1983
Start page: 8
End page: 21
Thesis number: KJ00010128460
URI: http://hdl.handle.net/2433/224492
Appears in Collections:1983 Financial Modeling and Analysis

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