The following pages link to Koichi Matsumoto (Q816766):
Displayed 12 items.
- Implied default probability and credit derivatives (Q816767) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- Hedging derivatives on two assets with model risk (Q2180276) (← links)
- Optimal portfolio of low liquid assets with a log-utility function (Q2488509) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- Option Replication in Discrete Time with Illiquidity (Q3176524) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- Tail VaR Measures in a Multi-period Setting (Q4586032) (← links)
- (Q4822570) (← links)