確率過程に対する動的従属性解析の新手法の開発と数理ファイナンスへの応用

• Project/Area Number: 16J01848
• Research Category: Grant-in-Aid for JSPS Fellows
• Allocation Type: Single-year Grants
• Section: 国内
• Research Field: Basic analysis
• Research Institution: Hiroshima University
• Principal Investigator: 仲村 勇祐 広島大学, 理学研究科, 特別研究員(DC1)
• Project Period (FY): 2016-04-22 – 2019-03-31
• Project Status: Granted (Fiscal Year 2016)
• Budget Amount: ¥1,900,000 (Direct Cost: ¥1,900,000); Fiscal Year 2016: ¥700,000 (Direct Cost: ¥700,000)