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Numerical approach to asset pricing models with stochastic differential utility
Nakamura, Nobuhiro - In: Asia-Pacific financial markets 11 (2004) 3, pp. 267-300
Persistent link: https://www.econbiz.de/10003365643
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Optimal risk transfer and investment policies based upon stochastic differential utilities
Nakamura, Nobuhiro - In: Asia-Pacific financial markets 12 (2005) 4, pp. 375-403
Persistent link: https://www.econbiz.de/10003496717
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Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities
Kashiwabara, Akira; Nakamura, Nobuhiro - In: Asia-Pacific financial markets 18 (2011) 2, pp. 131-150
Persistent link: https://www.econbiz.de/10009237744
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Special issue: 7th JAFEE International Conference, Hitotsubashi Memorial Hall, Tokyo, March 14 - 15, 2005
Nakamura, Nobuhiro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003496688
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Dynamic relation between volatility risk premia of stock and oil returns
Nakamura, Nobuhiro; Ōhashi, Kazuhiko - 2018
Persistent link: https://www.econbiz.de/10012133500
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PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices
Kato, Kensuke; Nakamura, Nobuhiro - In: Asia Pacific financial markets 31 (2024) 2, pp. 389-421
Persistent link: https://www.econbiz.de/10014548392