Kazuhiro Yasuda

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
Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model Mathematical Control and Related Fields	2024-04-12	Paper
An expected exponential utility maximization problem for bitcoin miners Japan Journal of Industrial and Applied Mathematics	2024-01-18	Paper
Expressions of forward starting option price in Hull-White stochastic volatility model Decisions in Economics and Finance	2022-06-17	Paper
Tuning of a Bayesian estimator under discrete time observations and unknown transition density	2019-06-19	Paper
Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model JSIAM Letters	2019-03-18	Paper
Strong consistency of the Bayesian estimator for the Ornstein-Uhlenbeck process Inspired by Finance	2018-12-13	Paper
Expected exponential utility maximization of insurers with a linear Gaussian stochastic factor model Scandinavian Actuarial Journal	2018-08-31	Paper
Classical and restricted impulse control for the exchange rate under a stochastic trend model Journal of Economic Dynamics and Control	2018-08-13	Paper
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift Journal of Computational and Applied Mathematics	2017-08-01	Paper
On classical and restricted impulse stochastic control for the exchange rate Applied Mathematics and Optimization	2017-03-28	Paper
An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure Springer Proceedings in Mathematics & Statistics	2013-07-30	Paper
Strong consistency of Bayesian estimator under discrete observations and unknown transition density Stochastic Analysis with Financial Applications	2012-09-07	Paper
Testing for jumps in Japanese stock market under the financial crisis through high-frequency data	2012-06-04	Paper
Volatility estimations under the financial crisis in the Japanese market and testing for jumps	2012-06-04	Paper
Estimating multidimensional density functions using the Malliavin-Thalmaier formula SIAM Journal on Numerical Analysis	2010-05-11	Paper
Estimating multidimensional density functions for random variables in Wiener space Comptes Rendus. Mathématique. Académie des Sciences, Paris	2008-03-20	Paper

Research outcomes over time

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