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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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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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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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Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji - In: International journal of theoretical and applied finance 8 (2005) 4, pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
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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