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白川浩 研究業績一覧 (13件)
- 2024
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- 2021
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論文
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HIROSHI SHIRAKAWA.
Evaluation of yield sprecd for credit risk,
Advances in Mathematical Economics,
Vol. 1,
No. 1,
pp. 83-97,
1999.
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白川浩.
一般化Faure列による準乱数とそのオプション評価への応用,
ジャフィージャーナル,
pp. 95-115,
1999.
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HIROSHI SHIRAKAWA.
Evaluation of the asian option by the dual martingale measure,
Asia-Pacific Financial Markets,
Vol. 6,
pp. 183-194,
1999.
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HIROSHI SHIRAKAWA.
A Note on the Arbitrage Conditions for International Financial Markets,
Financial Engineering and the Japanese Markets,
Vol. 3,
pp. 239-251,
1996.
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HIROSHI SHIRAKAWA.
Existence of a Non-negative Equilibrium Price Vector in the Mean-Variance Capital Market(共著),
Mathematical Finance,
Vol. 5,
No. 2,
1995.
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HIROSHI SHIRAKAWA.
Equilibrium Relations in a Capital Asset Market : A Mean-Absolute Deviation Approach(共著),
Financial Engineering and the Japanese Markets,
Vol. 1,
No. 1,
pp. 21-35,
1995.
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HIROSHI SHIRAKAWA.
Optimal Consumption and Portfolio Selection with Incomplete Markets and Upper and Lower Bound Constraints,
Mathematical Finance,
Vol. 4,
No. 1,
pp. 1-24,
1994.
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HIROSHI SHIRAKAWA.
Optimal Consumption and Arbitrage in Incomplete, Finite State Security Markets(共著),
Annals of Operations Research,
Vol. 45,
pp. 349-372,
1993.
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HIROSHI SHIRAKAWA.
A Mean-Absolute Deviation-Skewness Portfolio Optimization Model(共著),
Annals of Operations Research,
Vol. 45,
pp. 205-220,
1993.
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HIROSHI SHIRAKAWA.
Interest Rate Option Pricing with Poisson-Gaussian Forward Rates Curve Processes,
Mathematical Finance,
Vol. 1,
No. 4,
pp. 77-94,
1991.
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HIROSHI SHIRAKAWA.
Stochastic Minimization of the Makes pan in Flow Shops with Identical Machines and Buffers of Arbitary Size(共著),
Operations Research,
Vol. 38,
No. 5,
pp. 924-928,
1990.
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学位論文
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