Taiga Saito

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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!

PublicationDate of PublicationType
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Insurance Mathematics & Economics
2024-02-13Paper
Equilibrium multi-agent model with heterogeneous views on fundamental risks
Automatica
2024-02-13Paper
Spectral properties of square hyponormal operators
Filomat
2022-06-03Paper
Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward–Backward Stochastic Differential Equation Approach
IEEE Transactions on Automatic Control
2022-02-24Paper
scientific article; zbMATH DE number 7158987 (Why is no real title available?)2020-01-28Paper
Stochastic differential game in high frequency market
Automatica
2019-04-24Paper
Pricing foreign exchange options under intervention by absorption modeling
Asia-Pacific Financial Markets
2018-12-03Paper
Derivatives pricing with market impact and limit order book
Automatica
2017-11-17Paper


Research outcomes over time


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