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[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:
12
Repeated games with observation costs
Miyagawa, Eiichi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759379
Saved in:
13
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:
14
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
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15
Geometric Lévy process pricing model
Miyahara, Yoshio
;
Novikov, Alex
-
2001
Persistent link: https://www.econbiz.de/10001732779
Saved in:
16
Stochastic aggregation and dynamic field effects
Aoki, Masanao
;
Miyahara, Yoshio
-
1991
Persistent link: https://www.econbiz.de/10000914181
Saved in:
17
Utility indifference pricing and the Aumann-Serrano performance index
Hodoshima, Jiro
;
Miyahara, Yoshio
- In:
Journal of mathematical economics
86
(
2020
),
pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
Saved in:
18
Both sensitive value measure and its applications
Miyahara, Yoshio
- In:
Asia Pacific financial markets
29
(
2022
)
2
,
pp. 357-379
Persistent link: https://www.econbiz.de/10013260077
Saved in:
19
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:
20
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
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