Masaaki Fukasawa
(深澤 正彰)
Modified on: 03/11
Profile Information
- Affiliation
- Professor, Graduate School of Engineering Science Department of Systems Innovation, Osaka University
- (Concurrent)
- Degree
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博士(数理科学)(Dec, 2009, 東京大学)
- Researcher number
- 70506451
- J-GLOBAL ID
- 200901056089848834
- researchmap Member ID
- 6000011418
- External link
Research Interests
3Research Areas
2Research History
5-
Apr, 2016 - Present
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Apr, 2016 - Mar, 2018
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Dec, 2010 - May, 2011
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Dec, 2007 - Dec, 2010
Education
2-
Apr, 2004 - Dec, 2007
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Apr, 2002 - Mar, 2004
Committee Memberships
8-
Jul, 2018 - Present
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Oct, 2017 - Present
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Dec, 2016 - Present
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Jan, 2013 - Present
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Jan, 2020 - Dec, 2023
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Jan, 2017 - Dec, 2019
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Apr, 2014 - Dec, 2018
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Jan, 2011 - Jun, 2018
Awards
1-
Sep, 2010
Papers
46-
Bernoulli, 30(2) 983-1006, May 1, 2024 Peer-reviewed
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Electronic Journal of Probability, 29 1-28, Feb 13, 2024 Peer-reviewed
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The Annals of Applied Probability, 33(6B) 5071-5110, Dec 1, 2023 Peer-reviewed
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Quantitative Finance, 23(6) 901-911, May 26, 2023 Peer-reviewed
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Frontiers of Mathematical Finance, 1(4) 525-537, Oct, 2022 Peer-reviewed
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Mathematical Finance, 32(4) 1086-1132, Aug 23, 2022 Peer-reviewed
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Mathematical Finance, 32(4) 1066-1085, Jun 23, 2022 Peer-reviewed
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SIAM Journal of Financial Mathematics, 13(2) SC66-SC73, Jun, 2022 Peer-reviewed
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Frontiers of Mathematical Finance, 1(1) 81-97, 2022 Peer-reviewed
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Statistics & Probability Letters, 109265-109265, Oct, 2021 Peer-reviewed
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Electronic Communications in Probability, 26(none), Aug 26, 2021 Peer-reviewed
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International Journal of Theoretical and Applied Finance, 24(05) 2150025-2150025, Aug, 2021 Peer-reviewed
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Quantitative Finance, 21(7) 1127-1146, Jul 3, 2021 Peer-reviewed
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The ANZIAM Journal, 63(2) 104-122, Apr, 2021 Peer-reviewed
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Statistical Inference for Stochastic Processes, 24(1) 223-239, Apr, 2021 Peer-reviewed
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Electronic Communications in Probability, 26(none), Mar 23, 2021 Peer-reviewed
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Quantitative Finance, 21(1) 1-8, Jan 2, 2021 Peer-reviewed
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Mathematical Finance, 31(1) 323-365, Jan, 2021 Peer-reviewed
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Stochastics, 92(6) 833-851, Aug 17, 2020 Peer-reviewed
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BERNOULLI, 25(3) 1870-1900, Jun, 2019 Peer-reviewed
Misc.
5-
Theory of Probability & Its Applications, 68(3) 481-500, Nov 7, 2023 Invited
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数理解析研究所講究録, (2207) 1-22, Dec, 2021
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先物・オプションレポート, Dec, 2019 Invited
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先物・オプションレポート, Nov, 2019 Invited
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数学セミナー, 55(7) 22-27, Jul, 2016 Invited
Books and Other Publications
1-
Dec, 2023 (ISBN: 9781611977776)
Presentations
35-
Backward stochastic difference equations on lattices with application to market equilibrium analysisWinter Workshop in Finance (Otaru), Feb 29, 2024 Invited
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東京ファイナンスフォーラム, Feb 2, 2024 Invited
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Workshop on Stochastics, Memory and Roughness 2024 (Oslo), Jan 18, 2024 Invited
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確率解析とその周辺, Dec 15, 2023
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Volatility conference 2023 (Singapore), Jun 20, 2023 Invited
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Conference in honour of Martin Schweizer's 60th birthday (Zurich), Jun 15, 2023 Invited
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Volatility is rough (Isles of Skye), May 25, 2023 Invited
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Berlin Probability Colloquium, Apr 26, 2023 Invited
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The Bachelier seminar (Paris), Apr 21, 2023 Invited
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Conference in honour of Michael Dempster's 85th birthday (Cambridge), Apr 15, 2023 Invited
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Mathematics of Risk 2022 (Creswick), Oct 31, 2022 Invited
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Workshop on Stochastic Control and Quantitative Finance (Jerusalem), Sep 14, 2022 Invited
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DataSig Seminar (online), Jun 21, 2022 Invited
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The 11th World Congress of the Bachelier Finance Society (Hong Kong, online), Jun 17, 2022
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Intrinsic Time in Finance (Konstanz), May 6, 2022 Invited
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LMU Spring Workshop in Stochastics and Finance (Munich), May 5, 2022 Invited
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Financial Mathematics Global Seminar (the Vega Institute, online), Nov 13, 2021 Invited
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Hong Kong - Singapore joint seminar in Financial Mathematics/Engineering (online), Sep 29, 2021 Invited
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Aug 4, 2021 Invited
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Workshop New Challenges in Quantitative Finance (Barcelona, online), Jul 14, 2021 Invited
Research Projects
15-
科学研究費助成事業, 基盤研究(B), 日本学術振興会, Apr, 2021 - Mar, 2026
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科学研究費助成事業, 基盤研究(C), 日本学術振興会, Apr, 2021 - Mar, 2025
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science, Apr, 2017 - Mar, 2021
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科学研究費助成事業, 特別研究員奨励費, 日本学術振興会, Oct, 2017 - Mar, 2020
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science, Apr, 2015 - Mar, 2019
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, Apr, 2013 - Mar, 2018
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2012 - Mar, 2018
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Young Scientists (A), Japan Society for the Promotion of Science, Apr, 2012 - Mar, 2017
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, Apr, 2013 - Mar, 2016
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2012 - Mar, 2016
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Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, 2010 - 2012
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科学研究費助成事業, 若手研究(B), 日本学術振興会, 2009 - 2011
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科学研究費助成事業, 特別研究員奨励費, 日本学術振興会, 2006 - 2007