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~isPartOf:"International journal of theoretical and applied finance"
~person:"Arai, Takuji"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Arai, Takuji
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International journal of theoretical and applied finance
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
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2
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
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