Kazuhiro Yasuda

Available identifiers

zbMath Open yasuda.kazuhiroMaRDI QIDQ517930

List of research outcomes

Publication	Date of Publication	Type
Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model	2024-04-12	Paper
An expected exponential utility maximization problem for bitcoin miners	2024-01-18	Paper
Expressions of forward starting option price in Hull-White stochastic volatility model	2022-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q5383140	2019-06-19	Paper
Malliavin sensitivity analysis with polynomial growth payoff functions under the Black-Scholes model	2019-03-18	Paper
Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process	2018-12-13	Paper
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model	2018-08-31	Paper
Classical and restricted impulse control for the exchange rate under a stochastic trend model	2018-08-13	Paper
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift	2017-08-01	Paper
On classical and restricted impulse stochastic control for the exchange rate	2017-03-28	Paper
An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure	2013-07-30	Paper
Strong Consistency of Bayesian Estimator Under Discrete Observations and Unknown Transition Density	2012-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q2888710	2012-06-04	Paper
Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula	2010-05-11	Paper
Estimating multidimensional density functions for random variables in Wiener space	2008-03-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kazuhiro Yasuda