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1886 ファイナンスの数理解析とその応用   15
(http://hdl.handle.net/2433/194257)

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   (2014-04)
  数理解析研究所講究録, 1886
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Asymptotic Analysis on the Early Exercise Boundary of American Options (Financial Modeling and Analysis)
  Kimura, Toshikazu (2014-04)
  数理解析研究所講究録, 1886: 1-15
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A Two-Period Model of Capital Investment under Ambiguity (Financial Modeling and Analysis)
  Tsujimura, Motoh (2014-04)
  数理解析研究所講究録, 1886: 16-22
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A Note on Optimal Multiple Stopping in Spectrally Negative Levy Models (Financial Modeling and Analysis)
  Yamazaki, Kazutoshi (2014-04)
  数理解析研究所講究録, 1886: 23-33
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両側指数ジャンプ拡散過程の下での資金管理政策について (ファイナンスの数理解析とその応用)
  佐藤, 公俊; 鈴木, 淳生 (2014-04)
  数理解析研究所講究録, 1886: 34-42
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The Effect of Reversible Investment on Credit Risk (Financial Modeling and Analysis)
  Jeon, Haejun; Nishihara, Michi (2014-04)
  数理解析研究所講究録, 1886: 43-59
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Identification Problem in the Joint Estimation of Default Intensity and Recovery Rate using only Credit Default Swap Data (Financial Modeling and Analysis)
  Sim, Dara; Ohnishi, Masamitsu (2014-04)
  数理解析研究所講究録, 1886: 60-81
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Structural model based analysis on the period of past default memories (Financial Modeling and Analysis)
  Takada, Hideyuki (2014-04)
  数理解析研究所講究録, 1886: 82-94
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On Convexity/Concavity of Market Impact Functions : Empirical and Simulation-Based Studies of Limit Order Books (Financial Modeling and Analysis)
  加藤, 恭 (2014-04)
  数理解析研究所講究録, 1886: 95-117
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A brief survey on a fast Monte Carlo scheme for risk analyses using a probability measure transformation technique (Financial Modeling and Analysis)
  Tanaka-Kanekiyo, Hiroaki (2014-04)
  数理解析研究所講究録, 1886: 118-130
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Investment Decisions and Debt Priority Structure : Straight Debt and Convertible Debt (Financial Modeling and Analysis)
  Yagi, Kyoko; Takashima, Ryuta (2014-04)
  数理解析研究所講究録, 1886: 131-145
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A portfolio model for the risk management in public pension (Financial Modeling and Analysis)
  Uratani, Tadashi (2014-04)
  数理解析研究所講究録, 1886: 146-153
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バーゼルIII下におけるポートフォリオの信用リスク管理 (ファイナンスの数理解析とその応用)
  廣中, 純 (2014-04)
  数理解析研究所講究録, 1886: 154-164
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Project Financing for Investments in Energy Technologies (Financial Modeling and Analysis)
  Takashima, Ryuta; Yagi, Kyoko (2014-04)
  数理解析研究所講究録, 1886: 165-180
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Evaluation of the Scale Risk (Financial Modeling and Analysis)
  Miyahara, Yoshio (2014-04)
  数理解析研究所講究録, 1886: 181-188
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