Ryoichi Suzuki

MaRDI QIDQ522067zbMATH OpenFDO

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 Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization Annals of Finance	2024-10-31	Paper
Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes Modern Stochastics. Theory and Applications	2024-08-06	Paper
A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications Modern Stochastics. Theory and Applications	2023-06-22	Paper
Existence of density functions for SDEs driven by pure-jump processes	2023-06-05	Paper
Correction to ``Malliavin differentiability of indicator functions on canonical Lévy spaces Statistics & Probability Letters	2020-01-20	Paper
A Clark-Ocone type formula via Ito calculus and its application to finance	2019-06-16	Paper
Malliavin differentiability of indicator functions on canonical Lévy spaces Statistics & Probability Letters	2018-06-14	Paper
Local risk-minimization for Barndorff-Nielsen and Shephard models Finance and Stochastics	2017-04-13	Paper
Numerical analysis on local risk-minimization for exponential Lévy models International Journal of Theoretical and Applied Finance	2016-04-14	Paper
Special values of some extensions of zeta function via beta distributions Infinite Dimensional Analysis, Quantum Probability and Related Topics	2012-08-30	Paper
Decoupling properties of singular LQ regulation problem International Journal of Control	2002-10-16	Paper
scientific article; zbMATH DE number 3833170 (Why is no real title available?)	1983-01-01	Paper

Research outcomes over time

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