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Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi - In: Asia-Pacific financial markets 6 (1999) 2, pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
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Squared bessel process and their applications to the square root interest rate model
Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 169-190
Persistent link: https://www.econbiz.de/10001769315
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Optimal consumption and portfolio selection with incomplete markets and upper and lower bound constraints
Shirakawa, Hiroshi - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001185117
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Quantifying sentiment for the Japanese economy as predictors of stock prices
Ishijima, Hiroshi - 2014
Persistent link: https://www.econbiz.de/10010464989
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An empirical analysis on log-utility asset management
Ishijima, Hiroshi - In: Asia-Pacific financial markets 6 (1999) 3, pp. 253-273
Persistent link: https://www.econbiz.de/10001449337
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A note on option pricing for the constant elasticity of variance model
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001758326
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In memory of Professor Hiroshi Shirakawa
Nagayama, Izumi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 153-157
Persistent link: https://www.econbiz.de/10001758333
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A note on the no arbitrage condition for international financial markets
Delbaen, Freddy - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 239-251
Persistent link: https://www.econbiz.de/10001215393
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No arbitrage condition for positive diffusion price processes
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 159-168
Persistent link: https://www.econbiz.de/10001769311
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An interest rate model with upper and lower bounds
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 191-209
Persistent link: https://www.econbiz.de/10001769365