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ECONIS (ZBW)
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A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
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2
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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3
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
Saved in:
4
Recovering subjective probability distributions
Yamazaki, Akira
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
Saved in:
5
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011523937
Saved in:
6
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
7
A general control variate method for time-changed Lévy processes : an application to options pricing
Shiraya, Kenichiro
;
Wang, Cong
;
Yamazaki, Akira
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 25-57
Persistent link: https://www.econbiz.de/10014486932
Saved in:
8
Walras degrees and probability of a blocking coalition at pareto allocations
Yamazaki, Akira
- In:
Journal of Mathematical Economics
13
(
1984
)
2
,
pp. 105-121
Persistent link: https://www.econbiz.de/10005520971
Saved in:
9
A note on the almost everywhere uniqueness of maximal elements without ordered preferences
Yamazaki, Akira
- In:
Journal of Mathematical Economics
7
(
1980
)
2
,
pp. 209-211
Persistent link: https://www.econbiz.de/10005374161
Saved in:
10
On the pseudo-competitive allocations and the core of a large economy
Yamazaki, Akira
- In:
Journal of Mathematical Economics
5
(
1978
)
3
,
pp. 217-228
Persistent link: https://www.econbiz.de/10005388399
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