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Some remarks on mean-variance...
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An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
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Optimal hedging strategies on asymmetric functions
Arai, Takuji
- In:
Advances in mathematical economics
11
(
2008
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003687446
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[Alpha] p-projections of random variables and its application to finance
Arai, Takuji
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 869-888
Persistent link: https://www.econbiz.de/10003812855
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4
Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium
Arai, Takuji
- In:
Advances in mathematical economics
20
(
2016
),
pp. 3-22
Persistent link: https://www.econbiz.de/10011491011
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5
An extension of mean-variance hedging to the discontinuous case
Arai, Takuji
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 129-139
Persistent link: https://www.econbiz.de/10002497089
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6
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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How much can investors discount?
Arai, Takuji
;
Suzuki, Takamasa
- In:
Advances in mathematical economics
14
(
2011
),
pp. 1-16
Persistent link: https://www.econbiz.de/10008798051
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Optimal initial capital induced by the optimized certainty equivalent
Arai, Takuji
;
Asano, Takao
;
Nishide, Katsumasa
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011990619
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9
Multi-modal assembly-support system for cellular manufacturing
Duan, Feng
;
Tan, Jeffrey Too Chuan
;
Kato, Ryu
;
Zhu, Chi
; …
- In:
Operations management research and cellular …
,
(pp. 412-427)
.
2012
Persistent link: https://www.econbiz.de/10009679204
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