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書誌情報	ファイル
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
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
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
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
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
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
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
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
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
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