Tadao Oryu
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Person:2412387
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 |
|---|---|---|
| A direct solution method for pricing options involving the maximum process Finance and Stochastics | 2017-10-23 | Paper |
| Explicit Solutions for Optimal Stopping of Linear Diffusion and its Maximum | 2016-09-10 | Paper |
| An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem Operations Research | 2015-11-06 | Paper |
| Explicit Solutions for Optimal Stopping of Maximum Process with Absorbing Boundary that Varies with It | 2015-09-28 | Paper |
| Optimal Stopping When the Absorbing Boundary is Following After | 2013-08-02 | Paper |
Research outcomes over time
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