A benchmark framework for risk management

Platen, E

A benchmark framework for risk management

Platen, E

Permalink

Publisher:: WORLD SCIENTIFIC PUBL CO PTE LTD
Publication Type:: Conference Proceeding
Citation:: STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE, 2004, pp. 305 - 335 (31)
Issue Date:: 2004-01-01

Closed Access

	Filename	Description	Size
	2004000657.pdf		1.44 MB	Adobe PDF	View/Open

Copyright Clearance Process

Recently Added
In Progress
Closed Access

This item is closed access and not available.

Full metadata record

Field	Value	Language
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.editor	Akahori, J	en_US
dc.contributor.editor	Ogawa, S	en_US
dc.contributor.editor	Watanabe, S	en_US
dc.date	2003-03-05	en_US
dc.date.issued	2004-01-01	en_US
dc.identifier.citation	STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE, 2004, pp. 305 - 335 (31)	en_US
dc.identifier.isbn	981-238-778-1	en_US
dc.identifier.uri	http://hdl.handle.net/10453/2228
dc.publisher	WORLD SCIENTIFIC PUBL CO PTE LTD	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0343913
dc.relation.ispartof	STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE	en_US
dc.relation.ispartof	International Symposium on Stochastic Processes and Applications to Mathematical Finance	en_US
dc.relation.isbasedon	10.1142/9789812702852_0015	en_US
dc.title	A benchmark framework for risk management	en_US
dc.type	Conference Proceeding
utslib.location.activity	Ritsumeikan Univ, Biwako Kusatsu Campus, Kusatsu, JAPAN	en_US
utslib.for	010205 Financial Mathematics	en_US
dc.location.activity	Kusatsu, Shiga, Japan	en_US
dc.location.activity	Ritsumeikan Univ, Biwako Kusatsu Campus, Kusatsu, JAPAN
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.finish-date	2003-03-09	en_US
pubs.publication-status	Published	en_US
pubs.start-date	2003-03-05	en_US

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/2228