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person:"Miyahara, Yoshio"
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Miyahara, Yoshio
Schweizer, Martin
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
Saved in:
2
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Miyahara, Yoshio
-
2012
Persistent link: https://www.econbiz.de/10009426688
Saved in:
3
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
4
The minimal entropy martingale measures for geometric Lévy processes
Fujiwara, Tsukasa
;
Miyahara, Yoshio
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10001800700
Saved in:
5
[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
Saved in:
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