Narrow search
Showing 1 - 5 of 5
Cover Image
The distribution of continuous time rank processes
Fujita, Takahiko; Miura, Ryozo - In: Advances in mathematical economics 9 (2006), pp. 25-32
Persistent link: https://www.econbiz.de/10003331351
Cover Image
A note on statistical models for individual hedge fund returns
Miura, Ryozo; Aoki, Yoshimitsu; Yokouchi, Daisuke - In: Mathematical methods of operations research 69 (2009) 3, pp. 553-577
Persistent link: https://www.econbiz.de/10003858278
Cover Image
The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
Miura, Ryozo; Yamauchi, Hiroaki - In: Asia-Pacific financial markets 5 (1998) 2, pp. 129-158
Persistent link: https://www.econbiz.de/10001372064
Cover Image
Edokko options : a new framework of barrier options
Fujita, Takahiko; Miura, Ryozo - In: Asia-Pacific financial markets 9 (2002) 2, pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Cover Image
On financial time series decompositions with applications to volatility
Doksum, Kjell A.; Miura, Ryozo; Yamauchi, Hiroaki - 1998
Persistent link: https://www.econbiz.de/10000990977