The following pages link to Kensuke Ishitani (Q370883):
Displayed 9 items.
- An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885) (← links)
- Effects of randomization on asymptotic periodicity of nonsingular transformations (Q522125) (← links)
- Integration by parts formulae for Wiener measures on a path space between two curves (Q863478) (← links)
- Invariant measures for a class of rational transformations and ergodic properties (Q932979) (← links)
- A fast wavelet expansion technique for evaluation of portfolio credit risk under the Vasicek multi-factor model (Q2452285) (← links)
- A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk (Q2843200) (← links)
- Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (Q3121475) (← links)
- Sampling Brownian house-moving (Q5047154) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)