Hideyuki Takada

Available identifiers

zbMath Open takada.hideyukiMaRDI QIDQ202515

List of research outcomes

Publication	Date of Publication	Type
The Black–Scholes equation in the presence of arbitrage	2023-06-20	Paper
A default contagion model for pricing defaultable bonds from an information based perspective	2023-06-20	Paper
Measuring credit risk of individual corporate bonds in US energy sector	2018-12-03	Paper
Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk	2014-06-26	Paper
Pricing collateralized debt obligations with Markov-modulated Poisson processes	2013-12-13	Paper
Credit risk model with contagious default dependencies affected by macro-economic condition	2011-08-10	Paper
Development of computational algorithms for evaluating option prices associated with square-root volatility processes	2009-12-02	Paper
Real-time reactions in supervisory control according to data freshness	2002-04-02	Paper

Research outcomes over time

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