Hiroshi Shirakawa

Available identifiers

zbMath Open shirakawa.hiroshiMaRDI QIDQ1000347

List of research outcomes

Publication	Date of Publication	Type
Equilibrium relations in a capital asset market: A mean absolute deviation approach	2009-02-06	Paper
A note on the no arbitrage condition for international financial markets	2009-02-06	Paper
Evaluation of the Asian option by the dual martingale measure	2009-02-06	Paper
The optimal log-utility asset management under incomplete information	2009-02-06	Paper
A note on option pricing for the constant elasticity of variance model	2004-03-17	Paper
No arbitrage condition for positive diffusion price processes	2004-02-03	Paper
Squared Bessel processes and their applications to the square root interest rate model	2004-02-03	Paper
An interest rate model with upper and lower bounds	2004-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q4936389	2000-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q4253555	1999-08-09	Paper
OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS	1998-01-21	Paper
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes	1997-08-31	Paper
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET	1997-03-23	Paper
A partial criterion for ergodicity of geodesic flows on surfaces with infinite area and negative curvature	1994-09-22	Paper
Optimal consumption and arbitrage in incomplete, finite state security markets	1994-02-09	Paper
A mean-absolute deviation-skewness portfolio optimization model	1994-01-26	Paper
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size	1990-01-01	Paper
Evaluation of regular splitting queues	1989-01-01	Paper
Further properties of extremal sequences in queues	1988-01-01	Paper
OPTIMAL SPLITTING OF RENEWAL INPUT PROCESS TO A QUEUEING SYSTEM AND ITS APPLICATION TO A NETWORK	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3326483	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4743476	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4403483	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4778086	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5569605	1969-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hiroshi Shirakawa