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Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji
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2003
Persistent link: https://www.econbiz.de/10003379037
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Existence, uniqueness, and determinacy of equilibria in complete security markets with infinite dimensional martingale generator
Kusuda, Koji
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001844200
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Consumption-based CAPM and option pricing under jump-diffusion uncertainty
Kusuda, Koji
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001883704
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A strength evaluation of the data encryption standard
Kusuda, Koji
;
Matsumoto, Tsutomu
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1997
Persistent link: https://www.econbiz.de/10000966855
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5
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
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6
Regularized robust strategic asset allocation under stochastic variance-covariance of asset returns
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549549
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