//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Miyahara, Yoshio"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Communication enhancement thro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Martingal
5
Martingale
5
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Incomplete market
4
Unvollkommener Markt
4
Risikoaversion
3
Risk aversion
3
Börsenkurs
2
Entropie
2
Entropy
2
Inner rate of risk aversion (IRRA)
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Risk sensitive value measure (RSVM)
2
Share price
2
Utility indifference pricing
2
Aggregation
1
Aggressiveness index
1
Aumann and Serrano performance index
1
Aumann-Serrano index
1
Both sensitive value measure (BSVM)
1
Capital income
1
Cash Flow
1
Cash flow
1
GMM estimation
1
Inner rate of risk aversion
1
Investment selection
1
Japan
1
Japanese stocks
1
Kapitaleinkommen
1
Markov chain
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Language
All
English
12
Author
All
Miyahara, Yoshio
Miyahara, Yasuyuki
14
Sekiguchi, Tadashi
14
Miyagawa, Eiichi
10
Sadakane, Hitoshi
5
Hodoshima, Jiro
3
Misawa, Tetsuya
2
Aoki, Masanao
1
Fujiwara, Tsukasa
1
Li, Ming
1
Moriwaki, Naruhiko
1
Novikov, Alex
1
Tam, Yin Chi
1
more ...
less ...
Published in...
All
Asia Pacific financial markets
3
Asia-Pacific financial markets
2
Finance and stochastics
1
Finance research letters
1
Journal of mathematical economics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Series in quantitative finance
1
Working papers / UCLA Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic aggregation and dynamic field effects
Aoki, Masanao
;
Miyahara, Yoshio
-
1991
Persistent link: https://www.econbiz.de/10000914181
Saved in:
2
Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
Saved in:
3
Stock performance evaluation incorporating high moments and disaster risk : evidence from Japan
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Asia Pacific financial markets
27
(
2020
)
2
,
pp. 155-174
Persistent link: https://www.econbiz.de/10012222392
Saved in:
4
Inner rate of risk aversion (IRRA) and its applications to investment selection
Miyahara, Yoshio
- In:
Asia Pacific financial markets
27
(
2020
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10012222399
Saved in:
5
Geometric Lévy process pricing model
Miyahara, Yoshio
;
Novikov, Alex
-
2001
Persistent link: https://www.econbiz.de/10001732779
Saved in:
6
Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Miyahara, Yoshio
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001449305
Saved in:
7
The minimal entropy martingale measures for geometric Lévy processes
Fujiwara, Tsukasa
;
Miyahara, Yoshio
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10001800700
Saved in:
8
[Geometric Lévy process & MEMM] pricing model and related estimation problems
Miyahara, Yoshio
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10001601030
Saved in:
9
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
10
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
Miyahara, Yoshio
-
2012
Persistent link: https://www.econbiz.de/10009426688
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->