Ryoichi Suzuki

Available identifiers

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	2024-10-31	Paper
Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes	2024-08-06	Paper
A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its 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	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	2018-06-14	Paper
Local risk-minimization for Barndorff-Nielsen and Shephard models	2017-04-13	Paper
Numerical analysis on local risk-minimization for exponential Lévy models	2016-04-14	Paper
Special values of some extensions of zeta function via beta distributions	2012-08-30	Paper
Decoupling properties of singular LQ regulation problem	2002-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q3038478	1983-01-01	Paper

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