The following pages link to Kazuhiro Yasuda (Q517930):
Displayed 15 items.
- On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Estimating multidimensional density functions for random variables in Wiener space (Q2476540) (← links)
- An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure (Q2841781) (← links)
- (Q2888710) (← links)
- Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density (Q2909980) (← links)
- Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model (Q3121472) (← links)
- Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula (Q3559158) (← links)
- Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- (Q5383140) (← links)
- Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model (Q6127341) (← links)
- An expected exponential utility maximization problem for bitcoin miners (Q6179932) (← links)