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中野張 2015年 研究業績一覧 (5件 / 75件)
論文
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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,
May 2015.
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Atsushi Iizuka,
Yumiharu Nakano.
On historical value-at-risk under distribution uncertainty,
Journal of Mathematical Finance,
Vol. 5,
pp. 103-108,
Apr. 2015.
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Yumiharu Nakano.
Quasi-Monte Carlo methods for Choquet integrals,
Journal of Computational and Applied Mathematics,
Volume 287,
Page 63-66,
Apr. 2015.
国際会議発表 (査読なし・不明)
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