Shunsuke Kaji

Available identifiers

zbMath Open kaji.shunsukeMaRDI QIDQ965068

List of research outcomes

Publication	Date of Publication	Type
Asymptotics of densities of first passage times for spectrally negative L\'evy processes	2023-03-15	Paper
On distibutions of first passage times of martingales arising in some gambling problems	2017-12-12	Paper
Reconstruction of local volatility for the binary option model	2016-12-13	Paper
The quadratic variations of local martingales and the first-passage times of stochastic integrals	2010-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q5505810	2009-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q3526645	2008-09-25	Paper
The tail estimation of the quadratic variation of a quasi left continuous local martingale	2008-02-21	Paper

Research outcomes over time

This page was built for person: Shunsuke Kaji