Koara papers
Arai, Takuji
1-10 items (total 10)
Numerical methods for the Barndorff-Nielsen and Shephard model
- Author
- Arai, Takuji
- Publication Title
- Magazine name Mita journal of economics Volume 118(Issue 3) Start Page 349 (89) - End Page 371 (111) (Publication Date）2026/02）
- ISSN
- 00266760
Research on mathematical expressions and numerical methods of optimal hedging strategies for stochastic volatility models
- Author
- Arai, Takuji
- Publication Title
- (Publication Date）2022）
Research on mathematical expressions and numerical methods for optimal hedging strategies via Malliavin calculus
- Author
- Arai, Takuji
- Publication Title
- (Publication Date）2018）
Keio economic society's symposium : trend of economics : preface
- Author
- Arai, Takuji
- Publication Title
- Magazine name Mita journal of economics Volume 108(Issue 4) Start Page 699(51) - End Page 701(53) (Publication Date）2016/01）
- ISSN
- 00266760
Explicit representations for local risk-minimization and its numerical analysis
- Author
- Arai, Takuji
- Publication Title
- Magazine name Mita journal of economics Volume 108(Issue 3) Start Page 483(7) - End Page 503(27) (Publication Date）2015/10）
- ISSN
- 00266760
Research on pricing theory by convex risk measures taking account of hedging, and its related stochastic analysis
- Author
- Arai, Takuji
- Publication Title
- (Publication Date）2013）
Shortfall risk measure and its representation results
- Author
- Arai, Takuji
- Publication Title
- Magazine name Keio journal of economics Volume 105(Issue 2) Start Page 199(91) - End Page 215(107) (Publication Date）2012/07）
- ISSN
- 00266760
Convex risk measures on Orlicz spaces : convolution and shortfall
- Author
- Arai, Takuji
- Publication Title
- Volume 09(Issue 4) (Publication Date）2009）
Research on pricing theory in incomplete financial markets by using stochastic analysis
- Author
- Arai, Takuji
- Publication Title
- (Publication Date）2009）
Lp-projections of random variables and its application to finance
- Author
- Arai, Takuji
- Publication Title
- Magazine name Keio journal of economics Volume 99(Issue 4) Start Page 685(79) - End Page 706(100) (Publication Date）2007/01）
- ISSN
- 00266760