"Yumiharu Nakano","Inverse stochastic optimal controls",,"Automatica",,"Vol. 149",,,2023,Jan.
"Yumiharu Nakano","Inverse problems for continuous-time stochastic optimal controls","The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications",,,,,,2021,Oct.
"Yumiharu Nakano","Inverse stochastic optimal controls","SIAM Conference on Control and Its Applications",,,,,,2021,July
"Yuki Kinoshita,Yumiharu Nakano","Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization",,"Stochastics",,,,,2020,Sept.
"中野張","カーネル選点法によるZakai方程式の数値解析",,"システム／制御／情報",,"Vol. 64","No. 7","pp. 258-263",2020,July
"中野張","非線形偏微分方程式に対するカーネル選点法",,"応用数理",,"Vol. 4",,"pp. 18-25",2019,Dec.
"Yumiharu Nakano","Convergent collocation methods for nonlinear parabolic equations",,"arXiv:1803.09446[Math.NA]",,,,,2019,Apr.
"Yumiharu Nakano","Kernel-based collocation methods for Zakai equations",,"Stochastics and Partial Differential Equations: Analysis and Computations",,,,,2019,Jan.
"金森敬文,樺島祥介,高安美佐子,中野 張,福田光浩,三好直人,山下  真,渡邊澄夫","東京工業大学情報理工学院数理・計算科学系―情報の未来を作り出す数理的アプローチを探究する―",,"オペレーションズ・リサーチ",,"Vol. 64","No. 1","pp. 31-32",2019,Jan.
"中野張","非線形放物型PDEに対するカーネル選点法の収束について","次世代の科学技術を支える数値解析学の基盤整備と応用展開",,,,,,2018,Nov.
"Yumiharu Nakano","Convergent collocation methods for fully nonlinear parabolic equations","CJK Conference on Numerical Mathematics",,,,,,2018,Aug.
"Yumiharu Nakano","Convergent collocation methods for Hamilton-Jacobi-Bellman equations","The 23rd International Symposium on Mathematical Theory of Networks and Systems",,,,,,2018,July
"Yumiharu Nakano","Kernel-based collocation methods for Zakai equations",,"arXiv:1710.09090[Math.NA]",,,,,2017,Oct.
"中野張","線形・非線形放物型偏微分方程式に対するメッシュフリー選点法","東大数値解析セミナー",,,,,,2017,Oct.
"Yumiharu Nakano","Convergence of meshfree collocation methods for fully nonlinear parabolic equations",,"Numerische Mathematik",,"Volume 136",,"pp. 703-723",2017,July
"中野張","動径基底関数による連続時間非線形フィルターの近似","日本応用数理学会2016年度年会",,,,,,2016,Sept.
"中野張","動径基底関数による非線形フィルターの近似","日本数学会秋季総合分科会",,,,,,2016,Sept.
"Yumiharu Nakano","On quadratic approximations for Hamilton-Jacobi-Bellman equations",,"Automatica",,"Volume 66",,"Page 205-217",2016,Apr.
"Masashi Ieda,Takashi Yamashita,Yumiharu Nakano","A liability tracking portfolio for pension fund management",,"Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications",,,,"pp. 112-117",2015,May
"Yumiharu Nakano","Quasi-Monte Carlo methods for Choquet integrals",,"Journal of Computational and Applied Mathematics",,"Volume 287",,"Page 63-66",2015,Apr.
"Atsushi Iizuka,Yumiharu Nakano","On historical value-at-risk under distribution uncertainty",,"Journal of Mathematical Finance",,"Vol. 5",,"pp. 103-108",2015,Apr.
"Yumiharu Nakano","A collocation method for Zakai equations","SIAM Conference on Control & Its Applications",,,,,,2015,
"Yumiharu Nakano","On a law of large numbers for insurance risks",,,,,,,2015,
"Yumiharu Nakano","An approximation scheme for stochastic controls in continuous time",,"Japan Journal of Industrial and Applied Mathematics",,,,,2014,Oct.
"井上昭彦,中野張,福田敬","ファイナンスと保険の数理",,,"岩波書店",,,,2014,Aug.
"中野張","非線形放物型PDEに対するメッシュフリー法の収束について","数理ファイナンスセミナー",,,,,,2014,
"中野張","非線形放物型PDEに対するメッシュフリー法の収束について","2014年度日本応用数理学会年会",,,,,,2014,
"Masashi Ieda,Takashi Yamashita,Yumiharu Nakano","A liability tracking approach to long term management of pension funds",,"Journal of Mathematical Finance",,"Vol. 3",,"pp. 392-400",2013,Aug.
"Yumiharu Nakano","An approximation scheme for optimal stochastic control problems (Financial Modeling and Analysis)",,"数理解析研究所講究録","京都大学","Vol. 1818",,"pp. 148-157",2012,Dec.
"中野張","An approximation scheme for optimal control problems","ファイナンスの数理解析とその応用",,,,,,2012,
"Yumiharu Nakano","An approximation scheme for optimal stochastic control problems","Workshop: The statistical Physics of Inference and Control Theory",,,,,,2012,
"Yumiharu Nakano","An approximation scheme for optimal stochastic control problems","The 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications",,,,,,2012,
"Yumiharu Nakano","On approximating law-invariant comonotonic coherent risk measures",,"Astin Bulletin",,"Vol. 42",,"pp. 343-353",2012,
"中野張","確率制御問題の数値解法について","金融工学・数理計量ファイナンスの諸問題2012",,,,,,2012,
"Yumiharu Nakano","On the design of catastrophe bonds",,,,,,,2011,
"Yumiharu Nakano","Partial hedging for defaultable claims",,"Adv. Math. Econ.",,"Vol. 14",,"pp. 127-145",2010,Dec.
"Yumiharu Nakano","Quantile hedging for defaultable claims",,"Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009","World Scientific",,,"p. 219-230",2010,June
"中野張","Approximating Average Value-at-Risk","諸分野との協働による数理科学のフロンティア",,,,,,2010,
"Yumiharu Nakano","Optimal hedging for defaultable claims","International Workshop on Mathematical Finance ``Topics on Leading-edge Numerical Procedures and Models''",,,,,,2010,
"Yumiharu Nakano","On the design of catastrophe bonds","CREST and Sakigake International Symposium: Asymptotic Statistics, Risk and Computation in Finance and Insurance 2010",,,,,,2010,
"Yumiharu Nakano","Quantile Hedging for Defaultable Claims","数理経済学研究センター研究集会「経済の数理解析」",,,,,,2009,
"中野張","動的なリスク分散による保険料計算原理について","統計数学セミナー",,,,,,2008,
"Kei Fukuda,Akihiko Inoue,Yumiharu Nakano","Dynamic risk diversification and insurance premium principles",,,,,,,2008,
"Kei Fukuda,Akihiko Inoue,Yumiharu Nakano","Premium Calculation and Optimal Intertemporal Risk Diversification",,"Surikaisekikenkyusho Kokyuroku",,"Vol. 1580",,"pp. 150-162",2008,
"Yumiharu Nakano","Optimal dynamic risk diversification and insurance pricing","CMAP seminar",,,,,,2008,
"中野張","リスク尺度によるポートフォリオ最適化について","理論応用力学講演会",,,,,,2007,
"井上昭彦,中野張,福田 敬","効用等値価格による保険料計算","日本保険・年金リスク学会 平成19年度第1回研究会",,,,,,2007,
"Akihiko Inoue,Yumiharu Nakano,Vo Anh","Binary market models with memory",,"Statistics & Probability Letters",,"Vol. 77",,"pp. 256-264",2007,
"Akihiko Inoue,Yumiharu Nakano","Optimal long term investment model with memory",,"Applied Mathematics and Optimization",,"Vol. 55",,"  93-122",2007,
"Akihiko Inoue,Yumiharu Nakano","Remark on optimal investment in a market with memory",,"Theory of Stochastic Processes",,"Vol. 13",,"pp. 66-76",2007,
"中野張","Mean-risk optimization for index tracking","金融工学2005科研費研究集会",,,,,,2006,
"中野張","リスク尺度による価格付けについて","金融工学・数理・計量ファイナンスの諸問題",,,,,,2006,
"中野張","Mean-risk optimization for index tracking","九州確率論セミナー",,,,,,2006,
"Akihiko Inoue,Yumiharu Nakano,Vo Anh","Linear filtering of systems with memory and application to finance",,"Journal of Applied Mathematics and Stochastic Analysis",,,,,2006,
"Yumiharu Nakano","Mean-risk optimization for index tracking",,"Statistics and Decisions",,"Vol. 24",,"pp. 189-207",2006,
"中野張","Mean-risk optimization for index tracking","東京確率論セミナー",,,,,,2006,
"Yumiharu Nakano","On the shortfall risk minimization with average value at risk","Workshop on Mathematical Finance and Stochastic Control",,,,,,2006,
"中野張","On the shortfall risk minimization with average value at risk","金融工学シンポジウム",,,,,,2006,
"中野張","Mean-risk optimization for index tracking","阪大確率論セミナー",,,,,,2006,
"Yumiharu Nakano","Optimal hedging in the presence of shortfall risk",,,,,,,2005,Mar.
"中野張","Mean-risk optimization for index tracking","金融工学と数理ファイナンスの諸問題",,,,,,2005,
"中野張","Optimal long-term investment in a model with memory","阪大確率論セミナー",,,,,,2005,
"中野張","Optimal long-term investment in a model with memory","数学総合若手研究集会",,,,,,2005,
"中野張","Optimal long-term investment in a model with memory","金融工学2004科研費研究集会",,,,,,2005,
"Yumiharu Nakano","Efficient hedging with coherent risk measure",,"Journal of Mathematical Analysis and Applications",,"Vol. 293",,"pp. 345-354",2004,
"中野張","Linear filtering of systems with memory","日本数学会統計数学分科会",,,,,,2004,
"中野張","ある非マルコフ型二項市場モデルについて","日本数学会統計数学分科会",,,,,,2004,
"Yumiharu Nakano","Minimization of shortfall risk in a jump-diffusion model",,"Statistics & Probability Letters",,"Vol. 67",,"pp. 87-95",2004,
"中野張","Minimization of shortfall risk in a jump-diffusion model","日本数学会統計数学分科会",,,,,,2003,
"Yumiharu Nakano","Minimizing coherent risk measures of shortfall in discrete-time models under cone constraints",,"Applied Mathematical Finance",,"Vol. 10",,"pp. 163-181",2003,
"中野張","Minimization of the shortfall risk in a jump-diffusion model","数理ファイナンスと確率制御",,,,,,2002,
"中野張","Minimizing coherent risk measures of shortfall in discrete time models with short-selling constraints","日本数学会統計数学分科会",,,,,,2002,
"Yumiharu Nakano","Minimizing coherent risk measures of shortfall under portfolio constraints","International Symposium on Stochastic Processes and Mathematical Finance",,,,,,2002,
"中野張","Efficient hedging with coherent risk measure","日本数学会統計数学分科会",,,,,,2001,
"Yumiharu Nakano","Minimizing coherent risk measures of shortfall in incomplete markets","理財工学研究センターシンポジウム 「数理ファイナンスとシミュレーション技術」",,,,,,2001,