Yoshio Miyahara

Available identifiers

zbMath Open miyahara.yoshioMaRDI QIDQ1000474

List of research outcomes

Publication	Date of Publication	Type
Both sensitive value measure and its applications	2022-09-16	Paper
Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan	2020-12-15	Paper
Inner rate of risk aversion (IRRA) and its applications to investment selection	2020-12-15	Paper
Utility indifference pricing and the Aumann-Serrano performance index	2020-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3656129	2010-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3653549	2009-12-22	Paper
Minimal entropy martingale measures of jump type price processes in incomplete assets markets	2009-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q3504643	2008-06-11	Paper
Minimal \(f^q\)-Martingale measures for exponential Lévy processes	2008-03-20	Paper
[GLP & MEMM Pricing Models and Related Problems]	2006-09-18	Paper
The minimal entropy martingale measures for geometric Lévy processes	2004-03-16	Paper
Geometric Lévy process \& MEMM pricing model and related estimation problems	2003-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q4802410	2003-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4497382	2000-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q4705639	1999-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3768096	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3040235	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951342	1982-01-01	Paper
Infinite dimensional Langevin equation and Fokker-Planck equation	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3923348	1981-01-01	Paper
Errata: Optimal Control of Ultimately Bounded Stochastic Processes	1975-01-01	Paper
Optimal control of ultimately bounded stochastic processes	1974-01-01	Paper
Invariant Measures of Ultimately Bounded Stochastic Processes	1973-01-01	Paper
Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations	1972-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yoshio Miyahara