Hideyuki Takada

MaRDI QIDQ202515zbMATH OpenFDO

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
The Black–Scholes equation in the presence of arbitrage Quantitative Finance	2023-06-20	Paper
A default contagion model for pricing defaultable bonds from an information based perspective Quantitative Finance	2023-06-20	Paper
Measuring credit risk of individual corporate bonds in US energy sector Asia-Pacific Financial Markets	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 Quantitative Finance	2013-12-13	Paper
Credit risk model with contagious default dependencies affected by macro-economic condition European Journal of Operational Research	2011-08-10	Paper
Development of computational algorithms for evaluating option prices associated with square-root volatility processes Methodology and Computing in Applied Probability	2009-12-02	Paper
Real-time reactions in supervisory control according to data freshness Real-Time Systems	2002-04-02	Paper

Research outcomes over time

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