@book{CTT100677604,
  author = {井上昭彦 and 中野張 and 福田敬},
  title = {ファイナンスと保険の数理},
  publisher = {岩波書店},
  year = 2014,
}

@article{CTT100924489,
  author = {K. Endo and Y. Nakano},
  title = {Weak approximation of Schrödinger-Föllmer diffusion},
  journal = {Statist. Probab. Lett.},
  year = 2024,
}

@article{CTT100924480,
  author = {Y. Nakano},
  title = {A kernel-based method for Schrödinger bridges},
  journal = {arXiv:2310.14522[math.OC]},
  year = 2023,
}

@article{CTT100831013,
  author = {Yumiharu Nakano},
  title = {Inverse stochastic optimal controls},
  journal = {Automatica},
  year = 2023,
}

@article{CTT100798113,
  author = {Yuki Kinoshita and Yumiharu Nakano},
  title = {Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization},
  journal = {Stochastics},
  year = 2020,
}

@article{CTT100798111,
  author = {Yumiharu Nakano},
  title = {Kernel-based collocation methods for Zakai equations},
  journal = {Stochastics and Partial Differential Equations: Analysis and Computations},
  year = 2019,
}

@article{CTT100756590,
  author = {Yumiharu Nakano},
  title = {Kernel-based collocation methods for Zakai equations},
  journal = {arXiv:1710.09090[Math.NA]},
  year = 2017,
}

@article{CTT100677711,
  author = {Yumiharu Nakano},
  title = {Convergence of meshfree collocation methods for fully nonlinear parabolic equations},
  journal = {Numerische Mathematik},
  year = 2017,
}

@article{CTT100657384,
  author = {Yumiharu Nakano},
  title = {On quadratic approximations for Hamilton-Jacobi-Bellman equations},
  journal = {Automatica},
  year = 2016,
}

@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{CTT100677853,
  author = {Yumiharu Nakano},
  title = {Quasi-Monte Carlo methods for Choquet integrals},
  journal = {Journal of Computational and Applied Mathematics},
  year = 2015,
}

@article{CTT100677605,
  author = {Atsushi Iizuka and Yumiharu Nakano},
  title = {On historical value-at-risk under distribution uncertainty},
  journal = {Journal of Mathematical Finance},
  year = 2015,
}

@article{CTT100648594,
  author = {Yumiharu Nakano},
  title = {An approximation scheme for stochastic controls in continuous time},
  journal = {Japan Journal of Industrial and Applied Mathematics},
  year = 2014,
}

@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,
}

@article{CTT100791763,
  author = {Yumiharu Nakano},
  title = {An approximation scheme for optimal stochastic control problems (Financial Modeling and Analysis)},
  journal = {数理解析研究所講究録},
  year = 2012,
}

@article{CTT100648591,
  author = {Yumiharu Nakano},
  title = {On approximating law-invariant comonotonic coherent risk measures},
  journal = {Astin Bulletin},
  year = 2012,
}

@article{CTT100620577,
  author = {Yumiharu Nakano},
  title = {Partial hedging for defaultable claims},
  journal = {Adv. Math. Econ.},
  year = 2010,
}

@article{CTT100612929,
  author = {Yumiharu Nakano},
  title = {Quantile hedging for defaultable claims},
  journal = {Recent Advances in Financial Engineering: Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009},
  year = 2010,
}

@article{CTT100597595,
  author = {Akihiko Inoue and Yumiharu Nakano},
  title = {Remark on optimal investment in a market with memory},
  journal = {Theory of Stochastic Processes},
  year = 2007,
}

@article{CTT100597592,
  author = {Akihiko Inoue and Yumiharu Nakano and Vo Anh},
  title = {Binary market models with memory},
  journal = {Statistics & Probability Letters},
  year = 2007,
}

@article{CTT100597594,
  author = {Akihiko Inoue and Yumiharu Nakano},
  title = {Optimal long term investment model with memory},
  journal = {Applied Mathematics and Optimization},
  year = 2007,
}

@article{CTT100597587,
  author = {Yumiharu Nakano},
  title = {Mean-risk optimization for index tracking},
  journal = {Statistics and Decisions},
  year = 2006,
}

@article{CTT100597582,
  author = {Akihiko Inoue and Yumiharu Nakano and Vo Anh},
  title = {Linear filtering of systems with memory and application to finance},
  journal = {Journal of Applied Mathematics and Stochastic Analysis},
  year = 2006,
}

@article{CTT100597569,
  author = {Yumiharu Nakano},
  title = {Minimization of shortfall risk in a jump-diffusion model},
  journal = {Statistics & Probability Letters},
  year = 2004,
}

@article{CTT100597567,
  author = {Yumiharu Nakano},
  title = {Efficient hedging with coherent risk measure},
  journal = {Journal of Mathematical Analysis and Applications},
  year = 2004,
}

@article{CTT100597565,
  author = {Yumiharu Nakano},
  title = {Minimizing coherent risk measures of shortfall in discrete-time models under cone constraints},
  journal = {Applied Mathematical Finance},
  year = 2003,
}

@inproceedings{CTT100924478,
  author = {Y. Nakano},
  title = {A kernel-based method for Schrödinger bridges},
  booktitle = {},
  year = 2023,
}

@inproceedings{CTT100874517,
  author = {Yumiharu Nakano},
  title = {Inverse problems for continuous-time stochastic optimal controls},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100874511,
  author = {Yumiharu Nakano},
  title = {Inverse stochastic optimal controls},
  booktitle = {},
  year = 2021,
}

@inproceedings{CTT100798114,
  author = {中野張},
  title = {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},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100798115,
  author = {Yumiharu Nakano},
  title = {Convergent collocation methods for fully nonlinear parabolic equations},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100798116,
  author = {Yumiharu Nakano},
  title = {Convergent collocation methods for Hamilton-Jacobi-Bellman equations},
  booktitle = {},
  year = 2018,
}

@inproceedings{CTT100756589,
  author = {中野張},
  title = {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},
  booktitle = {},
  year = 2017,
}

@inproceedings{CTT100735182,
  author = {中野張},
  title = {動径基底関数による非線形フィルターの近似},
  booktitle = {},
  year = 2016,
}

@inproceedings{CTT100735181,
  author = {中野張},
  title = {動径基底関数による連続時間非線形フィルターの近似},
  booktitle = {},
  year = 2016,
}

@inproceedings{CTT100697041,
  author = {Yumiharu Nakano},
  title = {A collocation method for Zakai equations},
  booktitle = {},
  year = 2015,
}

@inproceedings{CTT100697043,
  author = {中野張},
  title = {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},
  booktitle = {},
  year = 2014,
}

@inproceedings{CTT100697042,
  author = {中野張},
  title = {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},
  booktitle = {},
  year = 2014,
}

@inproceedings{CTT100697044,
  author = {中野張},
  title = {確率制御問題の数値解法について},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100697046,
  author = {中野張},
  title = {An approximation scheme for optimal control problems},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100697045,
  author = {Yumiharu Nakano},
  title = {An approximation scheme for optimal stochastic control problems},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100697047,
  author = {Yumiharu Nakano},
  title = {An approximation scheme for optimal stochastic control problems},
  booktitle = {},
  year = 2012,
}

@inproceedings{CTT100697075,
  author = {Yumiharu Nakano},
  title = {Optimal hedging for defaultable claims},
  booktitle = {},
  year = 2010,
}

@inproceedings{CTT100697072,
  author = {Yumiharu Nakano},
  title = {On the design of catastrophe bonds},
  booktitle = {},
  year = 2010,
}

@inproceedings{CTT100697074,
  author = {中野張},
  title = {Approximating Average Value-at-Risk},
  booktitle = {},
  year = 2010,
}

@inproceedings{CTT100697076,
  author = {Yumiharu Nakano},
  title = {Quantile Hedging for Defaultable Claims},
  booktitle = {},
  year = 2009,
}

@inproceedings{CTT100697485,
  author = {Yumiharu Nakano},
  title = {Optimal dynamic risk diversification and insurance pricing},
  booktitle = {},
  year = 2008,
}

@inproceedings{CTT100597596,
  author = {Kei Fukuda and Akihiko Inoue and Yumiharu Nakano},
  title = {Premium Calculation and Optimal Intertemporal Risk Diversification},
  booktitle = {Surikaisekikenkyusho Kokyuroku},
  year = 2008,
}

@inproceedings{CTT100697484,
  author = {中野張},
  title = {動的なリスク分散による保険料計算原理について},
  booktitle = {},
  year = 2008,
}

@inproceedings{CTT100698134,
  author = {井上昭彦 and 中野張 and 福田 敬},
  title = {効用等値価格による保険料計算},
  booktitle = {},
  year = 2007,
}

@inproceedings{CTT100698136,
  author = {中野張},
  title = {リスク尺度によるポートフォリオ最適化について},
  booktitle = {},
  year = 2007,
}

@inproceedings{CTT100698138,
  author = {中野張},
  title = {On the shortfall risk minimization with average value at risk},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698139,
  author = {Yumiharu Nakano},
  title = {On the shortfall risk minimization with average value at risk},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698140,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698141,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698142,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698143,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698137,
  author = {中野張},
  title = {リスク尺度による価格付けについて},
  booktitle = {},
  year = 2006,
}

@inproceedings{CTT100698166,
  author = {中野張},
  title = {Optimal long-term investment in a model with memory},
  booktitle = {},
  year = 2005,
}

@inproceedings{CTT100698168,
  author = {中野張},
  title = {Optimal long-term investment in a model with memory},
  booktitle = {},
  year = 2005,
}

@inproceedings{CTT100698167,
  author = {中野張},
  title = {Optimal long-term investment in a model with memory},
  booktitle = {},
  year = 2005,
}

@inproceedings{CTT100698165,
  author = {中野張},
  title = {Mean-risk optimization for index tracking},
  booktitle = {},
  year = 2005,
}

@inproceedings{CTT100698171,
  author = {中野張},
  title = {Linear filtering of systems with memory},
  booktitle = {},
  year = 2004,
}

@inproceedings{CTT100698172,
  author = {中野張},
  title = {ある非マルコフ型二項市場モデルについて},
  booktitle = {},
  year = 2004,
}

@inproceedings{CTT100698174,
  author = {中野張},
  title = {Minimization of shortfall risk in a jump-diffusion model},
  booktitle = {},
  year = 2003,
}

@inproceedings{CTT100698177,
  author = {Yumiharu Nakano},
  title = {Minimizing coherent risk measures of shortfall under portfolio constraints},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100698176,
  author = {中野張},
  title = {Minimizing coherent risk measures of shortfall in discrete time models with short-selling constraints},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100698175,
  author = {中野張},
  title = {Minimization of the shortfall risk in a jump-diffusion model},
  booktitle = {},
  year = 2002,
}

@inproceedings{CTT100698180,
  author = {中野張},
  title = {Efficient hedging with coherent risk measure},
  booktitle = {},
  year = 2001,
}

@inproceedings{CTT100698178,
  author = {Yumiharu Nakano},
  title = {Minimizing coherent risk measures of shortfall in incomplete markets},
  booktitle = {},
  year = 2001,
}

@misc{CTT100831014,
  author = {中野張},
  title = {カーネル選点法によるZakai方程式の数値解析},
  year = 2020,
}

@misc{CTT100831015,
  author = {中野張},
  title = {非線形偏微分方程式に対するカーネル選点法},
  year = 2019,
}

@misc{CTT100798112,
  author = {Yumiharu Nakano},
  title = {Convergent collocation methods for nonlinear parabolic equations},
  year = 2019,
}

@misc{CTT100785189,
  author = {金森敬文 and 樺島祥介 and 高安美佐子 and 中野 張 and 福田光浩 and 三好直人 and 山下  真 and 渡邊澄夫},
  title = {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―},
  year = 2019,
}

@misc{CTT100697039,
  author = {Yumiharu Nakano},
  title = {On a law of large numbers for insurance risks},
  year = 2015,
}

@misc{CTT100648593,
  author = {Yumiharu Nakano},
  title = {On the design of catastrophe bonds},
  year = 2011,
}

@misc{CTT100648592,
  author = {Kei Fukuda and Akihiko Inoue and Yumiharu Nakano},
  title = {Dynamic risk diversification and insurance premium principles},
  year = 2008,
}

@misc{CTT100697040,
  author = {Yumiharu Nakano},
  title = {Optimal hedging in the presence of shortfall risk},
  year = 2005,
}



@phdthesis{CTT100697040,
  author = {Yumiharu Nakano},
  title = {Optimal hedging in the presence of shortfall risk},
  school = {北海道大学},
  year = 2005,
}