|
発表年月
|
タイトル／共同研究者
|
掲載誌
|
巻・号・頁
|
学術機関等
|
| 2023/03 |
On density functions related to discrete time maximum of some one-dimensional diffusion processes
中津智則
|
Applied Mathematics and Computation |
441巻
|
|
| 2022/01 |
書評：Bruno Bouchard and Jean-Francois Chassagneux: Fundamentals and Advanced Techniques in Derivatives Hedging, Universitext,
Springer, 2016年, 292ページ
中津智則
|
数学 |
74巻
1号
|
|
| 2019/12 |
Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations
中津 智則
|
Journal of Theoretical Probability |
32巻
4号
1746から
1779ページまで
|
|
| 2017/12 |
Volatility risk structure for options depending on extrema
Tomonori Nakatsu
|
JOURNAL OF COMPUTATIONAL FINANCE |
21巻
3号
105から
122ページまで
|
INCISIVE MEDIA |
| 2017/09 |
An Integration by Parts Type Formula for Stopping Times and its Application
Tomonori Nakatsu
|
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY |
19巻
3号
751から
773ページまで
|
SPRINGER |
| 2016/02 |
Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions
Tomonori Nakatsu
|
STOCHASTIC ANALYSIS AND APPLICATIONS |
34巻
2号
293から
317ページまで
|
TAYLOR & FRANCIS INC |
| 2013/11 |
Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the
maximum
Tomonori Nakatsu
|
Statistics and Probability Letters |
83巻
11号
2499から
2506ページまで
|
|