The following pages link to Yoshio Miyahara (Q1000474):
Displaying 24 items.
- Minimal entropy martingale measures of jump type price processes in incomplete assets markets (Q1000475) (← links)
- Geometric Lévy process \& MEMM pricing model and related estimation problems (Q1415423) (← links)
- The minimal entropy martingale measures for geometric Lévy processes (Q1424723) (← links)
- Both sensitive value measure and its applications (Q2172557) (← links)
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390) (← links)
- Inner rate of risk aversion (IRRA) and its applications to investment selection (Q2216393) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- (Q3040235) (← links)
- Infinite dimensional Langevin equation and Fokker-Planck equation (Q3207849) (← links)
- (Q3504643) (← links)
- (Q3653549) (← links)
- (Q3656129) (← links)
- (Q3768096) (← links)
- (Q3923348) (← links)
- (Q3951342) (← links)
- Errata: Optimal Control of Ultimately Bounded Stochastic Processes (Q4062307) (← links)
- (Q4497382) (← links)
- (Q4705639) (← links)
- (Q4802410) (← links)
- [GLP & MEMM] Pricing Models and Related Problems (Q5487018) (← links)
- Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations (Q5627469) (← links)
- Invariant Measures of Ultimately Bounded Stochastic Processes (Q5656175) (← links)
- Optimal control of ultimately bounded stochastic processes (Q5680017) (← links)
