The following pages link to Yumiharu Nakano (Q254586):
Displayed 23 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Optimal long-term investment model with memory (Q870507) (← links)
- Binary market models with memory (Q871007) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
- Correction to: ``Kernel-based collocation methods for Zakai equations'' (Q2303987) (← links)
- Quasi-Monte Carlo methods for Choquet integrals (Q2346636) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- (Q2866016) (← links)
- Partial hedging for defaultable claims (Q3000046) (← links)
- Mean-risk optimization for index tracking (Q3417657) (← links)
- Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints (Q4457073) (← links)
- Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713) (← links)
- (Q5430708) (← links)
- Optimal intertemporal risk allocation applied to insurance pricing (Q6207424) (← links)
- Dynamic risk diversification and insurance premium principles (Q6214276) (← links)
- Convergent kernel-based methods for parabolic equations (Q6299566) (← links)
- Inverse stochastic optimal controls (Q6341278) (← links)
- A kernel-based method for Schr\"odinger bridges (Q6456243) (← links)