Takashi Kato

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
VWAP execution as an optimal strategy JSIAM Letters	2019-03-18	Paper
An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model JSIAM Letters	2019-03-15	Paper
An optimal execution problem in the volume-dependent Almgren-Chriss model Algorithmic Finance	2018-09-13	Paper
Theoretical sensitivity analysis for quantitative operational risk management International Journal of Theoretical and Applied Finance	2017-09-08	Paper
Order estimates for the exact Lugannani-Rice expansion Japan Journal of Industrial and Applied Mathematics	2016-04-04	Paper
A one-factor conditionally linear commodity pricing model under partial information Asia-Pacific Financial Markets	2015-08-06	Paper
Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function Recent Advances in Financial Engineering 2012	2015-06-19	Paper
A semigroup expansion for pricing barrier options International Journal of Stochastic Analysis	2014-10-20	Paper
An optimal execution problem with market impact Finance and Stochastics	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 Journal of Statistics: Advances in Theory and Applications	2010-09-16	Paper
scientific article; zbMATH DE number 2230948 (Why is no real title available?)	2005-11-21	Paper
On the lattice structure of pseudo random numbers generated by the modified inversive congruential generator with modulus \(2^ \alpha\) Japan Journal of Industrial and Applied Mathematics	1997-10-29	Paper
The serial test for a nonlinear pseudorandom number generator Mathematics of Computation	1996-08-08	Paper
On a nonlinear congruential pseudorandom number generator Mathematics of Computation	1996-08-08	Paper
scientific article; zbMATH DE number 3579966 (Why is no real title available?)	1978-01-01	Paper

Research outcomes over time

This page was built for person: Takashi Kato