@article{CTT100688080, author = {Masashi Ieda and Takashi Yamashita and Yumiharu Nakano}, title = {A liability tracking portfolio for pension fund management}, journal = {Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications}, year = 2015, } @article{CTT100649141, author = {Masashi Ieda and Takashi Yamashita and Yumiharu Nakano}, title = {A liability tracking approach to long term management of pension funds}, journal = {Journal of Mathematical Finance}, year = 2013, } @misc{CTT100800521, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, year = 2018, } @misc{CTT100800530, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, year = 2018, } @misc{CTT100800634, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, year = 2018, } @phdthesis{CTT100800521, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, school = {東京工業大学}, year = 2018, } @phdthesis{CTT100800530, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, school = {東京工業大学}, year = 2018, } @phdthesis{CTT100800634, author = {Masashi Ieda}, title = {Numerical method for combined stochastic control and its application for mathematical finance}, school = {東京工業大学}, year = 2018, }