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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

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

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

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

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

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

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

Pricing average options under time-changed Lévy processes

Yamazaki, Akira - In: Review of Derivatives Research 17 (2014) 1, pp. 79-111

This paper presents an approximate formula for pricing average options when the underlying asset price is driven by time-changed Lévy processes. Time-changed Lévy processes are attractive to use for a driving factor of underlying prices because the processes provide a flexible framework for...

Persistent link: https://www.econbiz.de/10010867556

Interim core concepts for a bayesian pure exchange economy

Ichiishi, Tatsuro; Yamazaki, Akira - In: Journal of Mathematical Economics 40 (2004) 3-4, pp. 347-370

Persistent link: https://www.econbiz.de/10005216649

On blocking coalitions: Linking Mas-Colell with Grodal-Schmeidler-Vind

Greenberg, Joseph; Weber, Shlomo; Yamazaki, Akira - In: Journal of Mathematical Economics 43 (2007) 5, pp. 615-628

Persistent link: https://www.econbiz.de/10005216684