Keita Owari

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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!

PublicationDate of PublicationType
Convex functions on dual Orlicz spaces
Positivity
2019-10-17Paper
A robust version of convex integral functionals
 
2015-11-09Paper
On the Lebesgue property of monotone convex functions
Mathematics and Financial Economics
2014-05-30Paper
Maximum Lebesgue extension of monotone convex functions
Journal of Functional Analysis
2014-04-09Paper
Robust exponential hedging in a Brownian setting
JSIAM Letters
2013-11-19Paper
On admissible strategies in robust utility maximization
Mathematics and Financial Economics
2013-02-26Paper
Robust utility maximization with unbounded random endowment
Advances in Mathematical Economics
2011-05-18Paper
A note on utility maximization with unbounded random endowment
Asia-Pacific Financial Markets
2011-03-30Paper
Robust exponential hedging and indifference valuation
International Journal of Theoretical and Applied Finance
2011-01-13Paper
Semistatic robust utility indifference valuation and robust integral functionals
 
N/APaper


Research outcomes over time


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