Takashi Kato

Available identifiers

Publication	Date of Publication	Type
VWAP execution as an optimal strategy	2019-03-18	Paper
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model	2019-03-15	Paper
An optimal execution problem in the volume-dependent Almgren–Chriss model	2018-09-13	Paper
THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT	2017-09-08	Paper
Order estimates for the exact Lugannani-Rice expansion	2016-04-04	Paper
A one-factor conditionally linear commodity pricing model under partial information	2015-08-06	Paper
Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function	2015-06-19	Paper
A semigroup expansion for pricing barrier options	2014-10-20	Paper
An optimal execution problem with market impact	2014-09-26	Paper
Stock Price Fluctuations in an Agent-Based Model with Market Liquidity	2013-01-28	Paper
A measure of departure from diagonals-parameter symmetry based on association measure for square contingency tables	2010-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q5709018	2005-11-21	Paper
On the lattice structure of pseudo random numbers generated by the modified inversive congruential generator with modulus \(2^ \alpha\)	1997-10-29	Paper
The serial test for a nonlinear pseudorandom number generator	1996-08-08	Paper
On a nonlinear congruential pseudorandom number generator	1996-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q4148940	1978-01-01	Paper

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