Koichi Matsumoto

Available identifiers

zbMath Open matsumoto.koichiMaRDI QIDQ816766

List of research outcomes

Publication	Date of Publication	Type
Hedging derivatives on two assets with model risk	2020-05-13	Paper
Tail VaR Measures in a Multi-period Setting	2018-09-11	Paper
Option Replication in Discrete Time with Illiquidity	2018-07-20	Paper
Partial super-hedging of derivatives with model risk	2017-12-12	Paper
Simple improvement method for upper bound of American option	2012-01-03	Paper
Optimal growth rate in random trade time	2010-01-18	Paper
Mean-variance hedging with uncertain trade execution	2009-12-16	Paper
Portfolio insurance with liquidity risk	2009-09-18	Paper
Dynamic programming and mean-variance hedging with partial execution risk	2009-08-31	Paper
Optimal portfolio of low liquid assets with a log-utility function	2006-05-24	Paper
Implied default probability and credit derivatives	2006-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q4822570	2004-10-25	Paper

Research outcomes over time

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