Akira Yamazaki

Available identifiers

zbMath Open yamazaki.akiraMaRDI QIDQ176007

List of research outcomes

Publication	Date of Publication	Type
Probability weighting and default risk: a possible explanation for distressed stock puzzles	2021-06-02	Paper
A general control variate method for Lévy models in finance	2020-05-07	Paper
A dynamic equilibrium model for U-shaped pricing kernels	2018-11-14	Paper
Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes	2018-09-18	Paper
EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY	2017-04-13	Paper
On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture	2016-07-12	Paper
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing	2016-06-22	Paper
Pricing average options under time-changed Lévy processes	2014-04-25	Paper
An extension of CreditGrades model approach with Lévy processes	2013-12-13	Paper
On valuation with stochastic proportional hazard models in finance	2013-07-24	Paper
HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS	2011-08-10	Paper
STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS	2011-06-10	Paper
Incentive efficient risk sharing in a settlement mechanism	2008-10-29	Paper
On blocking coalitions: linking Mas-Colell with Grodal-Schmeidler-Vind	2007-10-30	Paper
https://portal.mardi4nfdi.de/entity/Q3408333	2006-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q5482563	2006-08-28	Paper
Monetary equilibrium with buying and selling price spread without transactions costs	2005-09-27	Paper
\(Interim\) core concepts for a Bayesian pure exchange economy	2004-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q4548480	2002-08-26	Paper
ON SIMPLE GAMES WITH PERMISSION OF VOTERS	2002-07-11	Paper
Comparability of coalitions in committees with permission of voters by using desirability relation with hopefulness relation.	2001-04-25	Paper
Symmetry of simple games and permission of voters.	2001-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q4503897	2001-03-22	Paper
New interpretation of the core of simple games in terms of voters' permission.	2000-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q4253567	1999-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4838438	1995-07-11	Paper
Walras degrees and probability of a blocking coalition at Pareto allocations	1984-01-01	Paper
On the cores of economies with indivisible commodities and a continuum of traders	1981-01-01	Paper
Diversified Consumption Characteristics and Conditionally Dispersed Endowment Distribution: Regularizing Effect and Existence of Equilibria	1981-01-01	Paper
A note on the almost everywhere uniqueness of maximal elements without ordered preferences	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3965868	1979-01-01	Paper
An Equilibrium Existence Theorem without Convexity Assumptions	1978-01-01	Paper
On the pseudo-competitive allocations and the core of a large economy	1978-01-01	Paper

Research outcomes over time

This page was built for person: Akira Yamazaki