The following pages link to Shunsuke Kaji (Q965068):
Displayed 7 items.
- The quadratic variations of local martingales and the first-passage times of stochastic integrals (Q965069) (← links)
- On distibutions of first passage times of martingales arising in some gambling problems (Q1684778) (← links)
- The tail estimation of the quadratic variation of a quasi left continuous local martingale (Q2472331) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- (Q3526645) (← links)
- (Q5505810) (← links)
- Asymptotics of densities of first passage times for spectrally negative L\'evy processes (Q6429632) (← links)