Hidenori Futami

Available identifiers

zbMath Open futami.hidenoriMaRDI QIDQ607573

List of research outcomes

Publication	Date of Publication	Type
REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION	2011-06-10	Paper
The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model	2010-11-22	Paper
Multi-factor affine term structure model with single regime shift: Real term structure under zero interest rate	2009-12-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hidenori Futami