The following pages link to Jun Sekine (Q263053):
Displaying 25 items.
- Order estimates for the exact Lugannani-Rice expansion (Q263055) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- On exponential hedging and related quadratic backward stochastic differential equations (Q853844) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- On a robustness of quantile hedging: Complete market's case (Q1000484) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- The Hilbert Riemannian structure of equivalent Gaussian measures associated with the Fisher information (Q1804703) (← links)
- Information geometry for symmetric diffusions (Q1841541) (← links)
- A one-factor conditionally linear commodity pricing model under partial information (Q2515786) (← links)
- (Q2742565) (← links)
- Long-Term Optimal Investment with a Generalized Drawdown Constraint (Q2873137) (← links)
- Optimal portfolio for a highly risk-averse investor: A differential game interpretation (Q3119608) (← links)
- (Q3158932) (← links)
- A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM (Q3606400) (← links)
- (Q3985356) (← links)
- On superhedging under delta constraints (Q4551202) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
- Stochastic modelling with randomized Markov bridges (Q5072627) (← links)
- Stochastic modelling with randomized Markov bridges (Q5086618) (← links)
- ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL (Q5158748) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- (Q5482561) (← links)
