Yoshio Miyahara

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Both sensitive value measure and its applications Asia-Pacific Financial Markets	2022-09-16	Paper
Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan Asia-Pacific Financial Markets	2020-12-15	Paper
Inner rate of risk aversion (IRRA) and its applications to investment selection Asia-Pacific Financial Markets	2020-12-15	Paper
Utility indifference pricing and the Aumann-Serrano performance index Journal of Mathematical Economics	2020-03-06	Paper
Option pricing based on geometric stable processes and minimal entropy martingale measures	2010-01-13	Paper
Option pricing in incomplete markets. Modeling based on geometric Lévy processes and minimal entropy martingale measures.	2009-12-22	Paper
Minimal entropy martingale measures of jump type price processes in incomplete assets markets Asia-Pacific Financial Markets	2009-02-06	Paper
Minimal variance martingale measures for geometric Lévy processes	2008-06-11	Paper
Minimal \(f^q\)-Martingale measures for exponential Lévy processes The Annals of Applied Probability	2008-03-20	Paper
[GLP & MEMM Pricing Models and Related Problems] Stochastic Processes and Applications to Mathematical Finance	2006-09-18	Paper
The minimal entropy martingale measures for geometric Lévy processes Finance and Stochastics	2004-03-16	Paper
Geometric Lévy process \& MEMM pricing model and related estimation problems Asia-Pacific Financial Markets	2003-12-04	Paper
scientific article; zbMATH DE number 1897415 (Why is no real title available?)	2003-04-27	Paper
scientific article; zbMATH DE number 1494228 (Why is no real title available?)	2000-08-22	Paper
scientific article; zbMATH DE number 1380917 (Why is no real title available?)	1999-12-20	Paper
scientific article; zbMATH DE number 4026462 (Why is no real title available?)	1988-01-01	Paper
scientific article; zbMATH DE number 3835045 (Why is no real title available?)	1983-01-01	Paper
scientific article; zbMATH DE number 3770699 (Why is no real title available?)	1982-01-01	Paper
scientific article; zbMATH DE number 3736739 (Why is no real title available?)	1981-01-01	Paper
Infinite dimensional Langevin equation and Fokker-Planck equation Nagoya Mathematical Journal	1981-01-01	Paper
Errata: Optimal Control of Ultimately Bounded Stochastic Processes Nagoya Mathematical Journal	1975-01-01	Paper
Optimal control of ultimately bounded stochastic processes Nagoya Mathematical Journal	1974-01-01	Paper
Invariant Measures of Ultimately Bounded Stochastic Processes Nagoya Mathematical Journal	1973-01-01	Paper
Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations Nagoya Mathematical Journal	1972-01-01	Paper

Research outcomes over time

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