| Publication | Date of Publication | Type |
|---|
Equilibrium relations in a capital asset market: A mean absolute deviation approach
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
A note on the no arbitrage condition for international financial markets
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
Evaluation of the Asian option by the dual martingale measure
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
The optimal log-utility asset management under incomplete information
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
A note on option pricing for the constant elasticity of variance model
Asia-Pacific Financial Markets | 2004-03-17 | Paper |
No arbitrage condition for positive diffusion price processes
Asia-Pacific Financial Markets | 2004-02-03 | Paper |
Squared Bessel processes and their applications to the square root interest rate model
Asia-Pacific Financial Markets | 2004-02-03 | Paper |
An interest rate model with upper and lower bounds
Asia-Pacific Financial Markets | 2004-02-03 | Paper |
| scientific article; zbMATH DE number 1396447 (Why is no real title available?) | 2000-02-07 | Paper |
| scientific article; zbMATH DE number 1322501 (Why is no real title available?) | 1999-08-09 | Paper |
OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS
Mathematical Finance | 1998-01-21 | Paper |
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
Mathematical Finance | 1997-08-31 | Paper |
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET
Mathematical Finance | 1997-03-23 | Paper |
A partial criterion for ergodicity of geodesic flows on surfaces with infinite area and negative curvature
Proceedings of the Japan Academy. Series A | 1994-09-22 | Paper |
Optimal consumption and arbitrage in incomplete, finite state security markets
Annals of Operations Research | 1994-02-09 | Paper |
A mean-absolute deviation-skewness portfolio optimization model
Annals of Operations Research | 1994-01-26 | Paper |
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size
Operations Research | 1990-01-01 | Paper |
Evaluation of regular splitting queues
Communications in Statistics. Stochastic Models | 1989-01-01 | Paper |
Further properties of extremal sequences in queues
Communications in Statistics. Stochastic Models | 1988-01-01 | Paper |
OPTIMAL SPLITTING OF RENEWAL INPUT PROCESS TO A QUEUEING SYSTEM AND ITS APPLICATION TO A NETWORK
Journal of the Operations Research Society of Japan | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3858031 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3798717 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3436358 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3454596 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3286205 (Why is no real title available?) | 1969-01-01 | Paper |
