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The distribution of continuous time rank processes
Fujita, Takahiko; Miura, Ryozo - In: Advances in mathematical economics 9 (2006), pp. 25-32
Persistent link: https://www.econbiz.de/10009902293
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An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
Fujita, Takahiko; Ishimura, Naoyuki; Tanaka, Daichi - In: Hitotsubashi journal of economics 49 (2008) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10008258767
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Discrete stochastic calculus and its applications : an expository note
Fujita, Takahiko; Ishimura, Naoyuki; Kawai, Norihisa - In: Advances in mathematical economics 16 (2012), pp. 119-131
Persistent link: https://www.econbiz.de/10010029462
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A note on statistical models for individual hedge fund returns
Miura, Ryozo; Aoki, Yoshimitsu; Yokouchi, Daisuke - In: Mathematical methods of operations research 69 (2009) 3, pp. 553-578
Persistent link: https://www.econbiz.de/10008257941