Yoshio Miyahara

Available identifiers

zbMath Open miyahara.yoshioMaRDI QIDQ1000474

List of research outcomes

Publication	Date of Publication	Type
Both sensitive value measure and its applications	2022-09-16	Paper
Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan	2020-12-15	Paper
Inner rate of risk aversion (IRRA) and its applications to investment selection	2020-12-15	Paper
Utility indifference pricing and the Aumann-Serrano performance index	2020-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3656129	2010-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3653549	2009-12-22	Paper
Minimal entropy martingale measures of jump type price processes in incomplete assets 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	2008-03-20	Paper
[GLP & MEMM] Pricing Models and Related Problems	2006-09-18	Paper
The minimal entropy martingale measures for geometric Lévy processes	2004-03-16	Paper
Geometric Lévy process \& MEMM pricing model and related estimation problems	2003-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q4802410	2003-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4497382	2000-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q4705639	1999-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3768096	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3040235	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951342	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3923348	1981-01-01	Paper
Infinite dimensional Langevin equation and Fokker-Planck equation	1981-01-01	Paper
Errata: Optimal Control of Ultimately Bounded Stochastic Processes	1975-01-01	Paper
Optimal control of ultimately bounded stochastic processes	1974-01-01	Paper
Invariant Measures of Ultimately Bounded Stochastic Processes	1973-01-01	Paper
Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations	1972-01-01	Paper

Research outcomes over time

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