MIYAHARA YOSHIO 宮原孝夫

… Alternative Names

Researcher Number	20106256
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Affiliation (Current)	2019: 名古屋市立大学, 大学院経済学研究科, 名誉教授
Affiliation (based on the past Project Information) *help	2016 – 2018: 名古屋市立大学, 大学院経済学研究科, 名誉教授 2011 – 2015: 名古屋市立大学, 経済学研究科(研究院), 名誉教授 2014: 名古屋市立大学, 大学院経済学研究科, 名誉教授 2014: 名古屋市立大学, 経済学研究科, 名誉教授 2012: 名古屋市立大学, 名誉教授 … More
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) Except Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / General mathematics (including Probability theory/Statistical mathematics) / 解析学 / 代数学・幾何学 / Basic analysis / Basic Section 12040:Applied mathematics and statistics-related / Economic statistics / Statistical science
Keywords	Principal Investigator 数理ファイナンス / オプション価格 / 相対エントロピー / geometric Levy process / リスク鋭感的価値尺度 / mathematical finance / relative entropy / option pricing / 幾何レヴィ過程 / マルチンゲール測度 … More Except Principal Investigator 確率力学系 / 数理ファイナンス / リスク鋭感的価値尺度 / Composition methods / 効用無差別価格 / Mathematical finance / 非線形確率系 / 測度値拡散過程 / 集団遺伝学 / sampling formula / プロジェクト事業 / フレミング-ヴィオ過程 / 確率系 / 電力市場 / 規模のリスク / 集団道伝学 / リアルオプション / リスク価値尺度 / リスク評価 / ランダムNPVプロビットモデル / プロジェクト評価 / stepping stone model / Geometric Levy processes / 飛び石モデル / 対称性 / 確率アルゴリズム / Stochastic dynamical systems / 期待効用無差別価格 / 非線形楕円型方程式 / Gevrey hypoellipticity / 発電事業 / リスク鋭敏的価値尺度 / プロジェクト価値評価 / 供給信頼度 / リスク / 焼きなましアルゴリズム / ウェーブレット補間 / 熱核法 / Nonlinear partial differential equations / wavelet analysis / Wavelet interpolation / Structured coalescent process / デリバティブの価値評価 / 非線形マクロ動学 / オプション価格付け / Bochner-Schwartz' teorem / Incomplete market / 最適投資規模 / Structured coalescent model / structured coalescent / Recurrent Markov chain / イジングモデル / wavelet解析 / 事業ポートフォリオ / 遺伝子系図過程 / 分散電源 / 解析関数 / ハルナック不等式 / 弱近似 / Structured coalescent過程 / similarity method / ランダムウォーク / Gervey指数 / Malliavin解析 / Newton法 / 構造再現性 / 電力市場価格 / Geometric Levy process / 確率数値近似 / 確率系の合成法 / 固有値計算 / マルコフ連鎖 / 発電事業プロジェクト / mathematical finance / relative entropy / 粘性解 / 力学構造 / Nonlinear stochastic system / 可変長有理数演算 / 連分数 / ウェーブレット解析 / Positively recurrent Markov chain / Composition Methods / normal mixture / ロバスト性 / 確率離散系 / ニュ-トン多角形 / measure-valued diffusion / REDUCE / 効用無差別価格理論 / グルサ-問題 / 対立遺伝子数 / Flemming-Viot過程 / 確率数値解析 / フレミング・ヴィオ過程 / 確率論 / ジョルダン標準形 / Performance measure / ウェーブレット関数補間 / Composition法 / 事業リスク評価 / symmetry & conserved quantities / 社会実験 / 2次無理数 / 地理的構造 / 価値尺度 / 再帰マルコフ連鎖 / 遺伝系統図 / Geographical structure / Composition method / ジェブレ準楕円性 / Poisson-charier多項式 / Computational finance / 内部リスク回避度 / non-linear / 電力市場価格分析 / リスク鋭感的確率制御 / Normal mixture / 合成法 / 非線形楕円型 / マルチンゲール測度 / 遺伝子系図 / n次Wiener積分 / Poisson white noise / random discrete distribution / Wiener-Ito 分解 / マルチンゲ-ル測度 / Grusin作用素 / インサイダー取引市場モデル / プロジェクト事業価値評価 / Fleming-Biot processes / Stochastic logistic process / Bochner-Schwartz定理 / ダウンサイドリスク / LCA / 幾何レヴィ過程 / ウェーブレット / パラ微分作用素 / Fleming-Viot processes / 教育工学 / 無限アレルモデル / 無限アリルモデル / ポートフォリオ最適化、大偏差確率制御 / population genetics / 期待効用最大化 / ポアソンランダム測度 / ローレンツ方程式 / 簡約化 / 保存量 / 電力システム / 相対エントロピー / 規模リスク / H-J-B方程式 / 期待効用無差別理論 / エルゴード型確率制御 / 計量ファイナンス / 投資決定モデル / プロジェクト価値 / 発電設備投資 / プロジェクト事業投資 / Stochastic analysis / GARCH model / ファア・ディ・ブルーノの公式 / シミュレーション / リスク鋭感的制御 / Genealogy / ランダムNPV / レヴィ過程 / ポートフォリオ最適化 / Transformed subordinators / 無限サイトモデル / Generalized Ewens / infinite allele model / 高精度演算 / 指数部つき / ハミルトン・ヤコビ方程式 / 幾何レビイ過程 / リスク尺度 / 時系列 / Fleming-Viot Processes / genealogy / 極限定理 / オプション理論 / 期待効用無差別価格理論 / Population genetics / 数理・計量ファイナンス / 数式処理 / 電力供給信頼度指標 / 確率系のリー代数近似 / Analytic Coherent Module / H-J-B 方程式 / 特異摂動問題 / 保存量と対称性 / 偶数階非線形楕円型方程式 / 転移点問題 / ジェブレ級 / measure valued diffusion / 選択統計モデル / 匿名データ / 計算機統計数理 / Stochastic exponential map / 系図過程 / Hida Calculus / 確率解析 / モンテカルロシミュレーション / 局所最大値原理 / infinite site model / 系図学 / 正定値超関数 / 2m階非線形楕円型方程式 / Fleming-Viot過程 / Nonlinear stochastic systems / オンサイト拠点 / Conserved quantities and symmetry / Stochastic numerical analysis / ハウスドルフ次元 / エルゴード型H-J-B方程式 / 大偏差確率制御 / データサイエンス / Stochastic numerics / 遺伝子系図の確率過程 / Gevrey解析性 / 初再帰時間 / (計算機用)プログラム / stochastic systems / クェット流 / Gevrey準楕円性 / 時空間モデリング / 双対性定理 / 確率シミュレーション / martingale measure / ランダム離散分布 / コ-シ-問題 / Coalescent model, / Ewenの抽出公式 / 匿名化データ / 電力自由化 / サンプリング公式 / インサイダー取引モデル / 丸め誤差 / ダウンサイドリスク最小化 / Markov chain / アトラクター Less

Dynamical Risk Sensitive Value Measure and its Application to Valuation of ProjectOngoing
- Principal Investigator
  
  三澤哲也
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Nagoya City University
効用無差別価格理論に基づく資産価値評価システムの構築Ongoing
- Principal Investigator
  
  程島次郎
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Nagoya University of Commerce & Business
Advanced study on risk analysis for the evaluation of investment in the framework of stochastic dynamical theory
- Principal Investigator
  
  Misawa Tetsuya
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Basic analysis
- Research Institution
  Nagoya City University
Risk analysis for the evaluation of investment in the framework of stochastic dynamical theory
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  大学共同利用機関法人情報・システム研究機構(新領域融合研究センター及びライフサイ
   The Institute of Statistical Mathematics
Evaluation method of risk and value under multi-dimensional Levy process models.Principal Investigator
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Risk analysis based on stochastic dynamical systems theory
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Development of the methods of stochastic control and filtering in mathematical finance
- Principal Investigator
  
  NAGAI Hideo
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Kansai University
  Osaka University
Risk-evaluation modeling based on Levy process and its applicationsPrincipal Investigator
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Symmetry on stochastic discrete dynamical systems and the related topics
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Option Pricing Models Based on Levy Process and Entropy, and ApplicationsPrincipal Investigator
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Lie algebra & group methods to non-linear stochastic dynamical systems and its applications
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  2002 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Applications of Levy Processes to Mathematical FinancePrincipal Investigator
- Principal Investigator
  
  MIYAHARA Yoshio
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Conserved quantities and symmetries in non-linear stochastic dynamical systems and its applications
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Fleming-Viot Processes with Geographical Structures
- Principal Investigator
  
  SHIMIZU Akinobu
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Stochastic numerical schemes to stochastic dynamical systems with conserved quantities
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
Genealogy of Fleming-Viot processes
- Principal Investigator
  
  SHIMIZU Akinobu
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
  Yokohama National University
Symmetry in non-linear stochastic dynamical systems and its applications
- Principal Investigator
  
  MISAWA Tetsuya
- Project Period (FY)
  1995 – 1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
生物モデルの確率微分方程式とその数値計算
- Principal Investigator
  
  山本浩
- Project Period (FY)
  1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
無理数の連分数展開
- Principal Investigator
  
  梅田芳郎
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nagoya City University
非線型シュレジンガ-方程式のアトラクタ-について
- Principal Investigator
  
  橋本佳明
- Project Period (FY)
  1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya City University
Analytic Coherent ModuleのSingularityとその構成
- Principal Investigator
  
  岡野節
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya City University
無理数の連分数展開
- Principal Investigator
  
  梅田芳郎
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  代数学・幾何学
- Research Institution
  Nagoya City University
Poisson White Noiseの解析
- Principal Investigator
  
  山本浩
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
可変長有理数演算システムの研究開発
- Principal Investigator
  
  小島誠
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Nagoya City University
非線型放物型方程式の解の漸近挙動について
- Principal Investigator
  
  橋本佳明
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  解析学
- Research Institution
  Nagoya City University

[Book] 日本リアルオプション学会　研究叢書　第1号「リアルオプションと戦略」第9巻第2号（特別号）《研究ノート》プロジェクトの総合的評価理論『リスク鋭感的価値尺度法』2017
- Author(s)
  宮原　孝夫
- Total Pages
  96
- Publisher
  日本リアルオプション学会
- Data Source
  KAKENHI-PROJECT-15K04933
[Book] Option pricing in Incomplete Markets: Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures2012
- Author(s)
  Y. Miyahara
- Total Pages
  185
- Publisher
  Imperial College Press
- Data Source
  KAKENHI-PROJECT-20340019
[Book] Option pricing in Incomplete Markets: Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures2012
- Author(s)
  Yoshio Miyahara
- Total Pages
  200
- Publisher
  ICP
- Data Source
  KAKENHI-PROJECT-22540148
[Book] Option pricing in Incomplete Markets : Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures2012
- Author(s)
  Yoshio Miyahara
- Total Pages
  200
- Publisher
  Imperial College Press
- Data Source
  KAKENHI-PROJECT-22540148
[Book] Option pricing in incomplete markets": Modeling based on geometric Levy processes and minimal entropy martingale measures2012
- Author(s)
  Y. Miyahara
- Total Pages
  185
- Publisher
  Imperial College Press
- Data Source
  KAKENHI-PROJECT-20340019
[Book] Option pricing in Incomplete Markets : Modeling Based on Geometric Levy Processes and Minimal Entropy Martingale Measures2012
- Author(s)
  Yoshio Miyahara
- Total Pages
  185
- Publisher
  Imperial College Press
- Data Source
  KAKENHI-PROJECT-21540140
[Book] 株価モデルとレヴィ過程2003
- Author(s)
  宮原孝夫
- Total Pages
  118
- Publisher
  朝倉書店(東京)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Comparison of utility indifference pricing and mean-variance approach under normal mixture2018
- Author(s)
  Jiro Hodoshima, Tetsuya Misawa, Yoshio Miyahara
- Journal Title
  
  Finance Research Letters
  
  Volume: 24 Pages: 221-229
- DOI
  10.1016/j.frl.2017.09.008
- Open Access / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03667, KAKENHI-PROJECT-15K04933
[Journal Article] 対数型効用関数の効用無差別価格について2017
- Author(s)
  宮原　孝夫
- Journal Title
  
  オイコノミカ
  
  Volume: 54 Pages: 55-61
- Open Access
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] Evaluation of performance of stocks: Evidence from Japan2017
- Author(s)
  Jiro Hodoshima, Tetsuya Misawa, Yoshio Miyahara
- Journal Title
  
  Nagoya University of Commerce and Business Discussion Paper
  
  Volume: 8 Pages: 1-22
- Data Source
  KAKENHI-PROJECT-17K03667
[Journal Article] Stock performance by utility indifference pricing2017
- Author(s)
  Jiro Hodoshima, Tetsuya Misawa, Yoshio Miyahara
- Journal Title
  
  Nagoya University of Commerce and Business Discussion Paper
  
  Volume: 5 Pages: 1-23
- Data Source
  KAKENHI-PROJECT-17K03667
[Journal Article] プロジェクトの総合的評価法（５）2016
- Author(s)
  宮原　孝夫
- Journal Title
  
  リアルオプションと戦略
  
  Volume: Vol.8, No.1 Pages: 24-29
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] Valuation of Hong Kong REIT based on Risk Sensitive Value Measure Method2016
- Author(s)
  L. Ban, T. Misawa, and Y. Miyahara
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 4 Pages: 1-37
- Acknowledgement Compliant / Open Access / Int'l Joint Research / Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] Valuation of Hong Kong REIT Based on Risk Sensitive Value Measure Method2016
- Author(s)
  Lan Ban, Tetsuya Misawa, Yoshio Miyahara
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 4 Issue: 0 Pages: 1-33
- DOI
  10.12949/ijros.4.1
- Language
  English
- Peer Reviewed / Int'l Joint Research / Open Access / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] プロジェクトの総合的評価法（４）2015
- Author(s)
  宮原　孝夫
- Journal Title
  
  リアルオプションと戦略
  
  Volume: Vol.7, No.3 Pages: 11-15
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] プロジェクトの総合的評価法（２）2015
- Author(s)
  宮原　孝夫
- Journal Title
  
  リアルオプションと戦略
  
  Volume: Vol.7, No.1 Pages: 45-49
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] プロジェクトの総合的評価法（３）2015
- Author(s)
  宮原　孝夫
- Journal Title
  
  リアルオプションと戦略
  
  Volume: Vol.7, No.2 Pages: 25-31
- Data Source
  KAKENHI-PROJECT-15K04933
[Journal Article] Evaluation of the Scale Risk2014
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  京都大学数理解析研究所講究録　「ファイナンスの数理解析とその応用」（研究代表：木村俊一）
  
  Volume: 1886 Pages: 181-188
- Data Source
  KAKENHI-PROJECT-24540136
[Journal Article] Evaluation of the Scale Risk2014
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  京都大学数理解析研究所講究録
  
  Volume: 1886 Pages: 181-188
- Open Access
- Data Source
  KAKENHI-PROJECT-24540136
[Journal Article] プロジェクトの総合的評価法（１）2014
- Author(s)
  宮原　孝夫
- Journal Title
  
  リアルオプションと戦略
  
  Volume: 6 Pages: 23-28
- Data Source
  KAKENHI-PROJECT-24540136
[Journal Article] 規模のリスクとその評価2013
- Author(s)
  宮原孝夫
- Journal Title
  
  オイコノミカ(名古屋市立大学・経済学研究科紀要)
  
  Volume: 第49巻 Pages: 45-56
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] 規模のリスクとその評価2013
- Author(s)
  宮原　孝夫
- Journal Title
  
  オイコノミカ（名古屋市立大学経済学会誌）
  
  Volume: 49 Pages: 45-56
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] 規模のリスクとその評価2013
- Author(s)
  宮原　孝夫
- Journal Title
  
  オイコノミカ
  
  Volume: 49 Pages: 45-56
- Data Source
  KAKENHI-PROJECT-24540136
[Journal Article] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems2011
- Author(s)
  Y.Miyahara, Y.Tsujii
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University
  
  Volume: 542 Pages: 1-12
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] リスク鋭感的価値尺度によるプロジェクトの評価2011
- Author(s)
  宮原孝夫
- Journal Title
  
  Discussion Papers in Economics(Nagoya City U.)
  
  Volume: 531 Pages: 1-29
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] Applications of Risk Sensitive Value Measure Method to Portfolio Evaluation Problems2011
- Author(s)
  Yoshio Miyahara and Yoshiki Tsujii
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University
  
  Volume: 542 Pages: 1-12
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] リスク鋭感的価値尺度によるプロジェクトの評価2011
- Author(s)
  宮原孝夫
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University
  
  Volume: 531 Pages: 1-29
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: Vol. 3, No. 2 Pages: 185-204
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Y. Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: vol.3 Pages: 185-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340019
[Journal Article] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 3 Pages: 185-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] 設備維持管理計画の価値評価に対する制御マルコフ過程によるリアルオプションアプローチ2010
- Author(s)
  三輪昌隆、宮原孝夫
- Journal Title
  
  リアルオプション研究
  
  Volume: 第3巻 Pages: 1-23
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 3 Pages: 185-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340019
[Journal Article] 設備維持管理計画の価値評価に対する制御マルコフ過程によるリアルオプションアプローチ2010
- Author(s)
  三輪昌隆, 宮原孝夫
- Journal Title
  
  リアルオプション研究 Vol.3
  
  Pages: 1-19
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Y.Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 3 Pages: 185-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22540148
[Journal Article] Risk-Sensitive ValueMeasure Method for Projects Evaluation2010
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: Vol.3 Pages: 185-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] 設備維持管理計画の価値評価に対する制御マルコフ過程によるリアルオプションアプローチ2010
- Author(s)
  三輪昌隆, 宮原孝夫
- Journal Title
  
  リアルオプション研究 3巻
  
  Pages: 1-23
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] Risk-Sensitive Value Measure Method for projects Evaluation2010
- Author(s)
  Y.Miyahara
- Journal Title
  
  Journal of Real Options and Strategy vol.3
  
  Pages: 186-204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340019
[Journal Article] Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures2009
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Recent Advances in Financial Engineering, Proceedings of the 2008 Daiwa International Workshop on Financial Engineering
  
  Pages: 119-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] " Value Measures forProject Evaluation "、Discussion Papers in Economics2009
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Nagoya City University 第496号
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Value measures for project evaluation2009
- Author(s)
  Y. Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No.496
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Option pricing based on geometric stable processes and minimal entropy martingale measures2009
- Author(s)
  Y. Miyahara, N. Moriwaki
- Journal Title
  
  Recent Advances in Financial Engineering" (Proceedings of the 2008 Daiwa International Workshop on Financial Engineering)
  
  Pages: 119-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Value Measures for Project Evaluation2009
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 第496号
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Option Pricing Based on Geometric Stable Processes an d Minimal Entropy Martingale Measures、"Recent Advances in Financial Engineering"2009
- Author(s)
  Y. Miyahara and N. Moriwaki
- Journal Title
  
  Proceedings of the 2008 Daiwa International Workshop on Financial Engineering
  
  Pages: 119-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21540140
[Journal Article] Value Measures for Project Evaluation2009
- Author(s)
  Yoshio Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 496
  
  Pages: 1-15
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures2009
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  "Recent Advances in Financial Engineering"(Proceedings of the 2008 Daiwa International Workshop on Financial Engineering)
  
  Pages: 119-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures2009
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Recent Advances in Financial Engineering (Proceedings of the 2008 Daiwa International Workshop on Financial Engineering)
  
  Pages: 119-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20340019
[Journal Article] MEMMに基づいた幾何安定過程オプション価格の実証分析2008
- Author(s)
  森脇成彦、宮原孝夫
- Journal Title
  
  MTECジャーナル第20号
  
  Pages: 71-88
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] MEMMに基づいた幾何安定過程オプション価格の実証分析2008
- Author(s)
  森脇成彦, 宮原孝夫
- Journal Title
  
  MTECジャーナル第20号
  
  Pages: 71-88
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] MEMMに基づいた幾何安定過程オプション価格の実証分析2008
- Author(s)
  森脇成彦, 宮原孝夫
- Journal Title
  
  MTECジャーナル第20号
  
  Pages: 71-88
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] MEMMに基づいた幾何安定過程オプション価格の実証分析2008
- Author(s)
  森脇成彦, 宮原孝夫
- Journal Title
  
  MTECジャーナル Vol.20
  
  Pages: 71-88
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Minimal f-q martingale measures for exponential Levy processes2007
- Author(s)
  M. Jeanblanc, S. Koepppel, Y. Miyahara
- Journal Title
  
  Annals of Applied Probability 17
  
  Pages: 1615-1638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Risk assessment for generation investment based on utility indifference pricing2007
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa, K. Okada
- Journal Title
  
  Proceedings of CIGRE Symposium Osaka Japan 2007 No.405
  
  Pages: 1-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Minimal f-q martingale measures for exponential Levy processes2007
- Author(s)
  M. Jeanblanc, S. Kloeppel and Y. Miyahara
- Journal Title
  
  Annals of Applied Probability Vol.17
  
  Pages: 1615-1638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Risk assessment for generation investment based on utility indifference pricing2007
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa and K. Okada
- Journal Title
  
  Proceedings of CIGRE Symposium Osaka Japan 2007、" System Development and Asset Management under Restructuring " No.405
  
  Pages: 1-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Minimal f-q martingale measures for exponential Levy processes2007
- Author(s)
  M. Jeanblanc, S. Koepppel, Y. Miyahara
- Journal Title
  
  Annals of Applied Probability Vol.17
  
  Pages: 1615-1638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Journal Article] Risk assessment for generation investment based on utility indifference pricing2007
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa, K. Okada
- Journal Title
  
  Proceedings of CIGRE Symposium Osaka Japan 2007 Paper No.405
  
  Pages: 1-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Minimal f-q martingale measures for exponential Levy processes2007
- Author(s)
  M. Jeanblanc, S. Kloeppel and Y. Miyahara
- Journal Title
  
  Annals of Applied Probability 17
  
  Pages: 1615-1638
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Martingale measures for the geometric Levy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  The Institute of Statistical Mathematics, Cooperative Research Report #184
  
  Pages: 24-37
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Volatility smile/smirk properties of [GLP & MEMM] models2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  京都大学数理解析研究所考究録「確率数値解析における諸問題、VII」 1462
  
  Pages: 156-170
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] MEMM に基づいた幾何安定過程オプション価格モデルの実証分析2006
- Author(s)
  森脇成彦, 宮原孝夫
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 454
  
  Pages: 1-18
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Variance minimal martingale measures for geometric Levy processes2006
- Author(s)
  M.Jeanbianc, Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 444
  
  Pages: 1-22
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Variance minimal martingale measures for geometric Levy processes2006
- Author(s)
  M.Jeanblanc, Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 444
  
  Pages: 1-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Martingale measures for the geometric Levy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  統計数理研究所共同研究リポート『無限分解可能過程に関連する諸問題(10)』 184
  
  Pages: 24-37
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Volatility Smile/Smirk Properties of [GLP & MEMM] Models2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  数理解析研究所考究録1462「確率数値解析における諸問題、VII」 1462
  
  Pages: 156-170
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Empirical analysis of the [Geometric Stable Process ＆ MEMM] model. (in Japanese)2006
- Author(s)
  N.Moriwaki, Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No. 454
  
  Pages: 1-18
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Volatility smile/smirk properties of[GLP & MEMM] models2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  RIMS Kokyuroku, Kyoto Univ. #1462
  
  Pages: 156-170
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Volatility Smile/Smirk Properties of [GLP ＆ MEMM]Models2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  数理解析研究所考究録1462「確率数値解析における諸問題、VII」 1462
  
  Pages: 156-170
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Volatility smile/smirk properties of [GLP ＆ MEMM] models,2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  RIMS Kokyuroku 1462
  
  Pages: 156-170
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The [GLP & MEMM] Pricing Model and Related Problems"、Proceedings of the 5th Ritsumeikan International Symposium2006
- Author(s)
  Y. Miyahara
- Journal Title
  
  Stochastic Processes and Applications to Mathematical Finance
  
  Pages: 125-156
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] 期待効用理論に基づくプロジェクトの価値評価法2006
- Author(s)
  宮原孝夫
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No.446
  
  Pages: 1-21
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] MEMMに基づいた幾何安定過程オプション価格モデルの実証分析2006
- Author(s)
  森脇成彦, 宮原孝夫
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 454
  
  Pages: 1-21
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Variance minimal martingale measures for geometric Levy processes,2006
- Author(s)
  M.Jeanblanc, Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No. 444
  
  Pages: 1-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Martingale measures for the geometric Levy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  統計数理研究所共同研究リポート184『無限分解可能過程に関連する諸問題(10)』 184
  
  Pages: 24-37
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] 期待効用理論に基づくプロジェクトの価値評価法2006
- Author(s)
  宮原孝夫
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 446
  
  Pages: 1-21
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] The [GLP ＆ MEMM] Pricing Model and Related Problems2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  Proceedings of the 5th Ritsumeikan International Symposium "Stoch. Processes and Appl. to Mathematical Finance"
  
  Pages: 125-156
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Martingale measures for the geometric L'evy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  統計数理研究所共同研究リポート『無限分解可能過程に関連する諸問題(10)』 184
  
  Pages: 24-37
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Variance minimal martingale measures for geometric Levy processes2006
- Author(s)
  M. Jeanblanc and Y. Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No444
  
  Pages: 1-22
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Martingale measures for the geometric L'evy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  統計数理研究所共同研究リポート184『無限分解可能過程に関連する諸問題(10)』 184
  
  Pages: 24-37
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The[GLP ＆ MEMM]Pricing Model and Related Problems2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  Proceedings of the 5th Ritsumeikan International Symposium "SP and Appl. to Math-Finance"
  
  Pages: 125-156
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The [GLP ＆ MEMM] Pricing Model and Related Problems,2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  Proceedings of the 5th Ritsumeikan International Symposium "Stochastic Processes and Applications to Mathematical Finance (eds. J. Akahori et al.)"
  
  Pages: 125-156
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Volatility smile/smirk properties of [GLP & MEMM] models2006
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  京都大学数理解析研究所講究録「確率数値解析における諸問題VII」 1462
  
  Pages: 156-170
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Variance minimal martingale measures for geometric Levy processes2006
- Author(s)
  M.Jeanblanc, Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 444
  
  Pages: 1-22
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] The[GLP ＆ MEMM] Pricing Model and Related Problems2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  Proceedings of the 5th Ritsumeikan International Symposium "Stochastic Processes and Applications to Mathematical Finance"
  
  Pages: 125-156
- Data Source
  KAKENHI-PROJECT-18540134
[Journal Article] Martingale measures for the geometric Levy process models2006
- Author(s)
  Y.Miyahara
- Journal Title
  
  The Institute of Statistical Mathematics, Cooperative Research Report 184
  
  Pages: 24-37
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Application of [GLP&MEMM] Model to Nikkei 225 Option2005
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Proceedings of the 7th JAFEE International Conference
  
  Pages: 81-88
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] On Modeling U.S. Product Liability Risk-An Empirical Analysis-2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper No.B-5, Center for Risk Research, Shiga University
  
  Pages: 1-20
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Application of [GLP & MEMM] Model to Nikkei 225 Option2005
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Proceedings of the 7th JAFEE International Conference
  
  Pages: 81-88
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] The [GLP &M EMM] Pricing Model and its Calibration Problems2005
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University
  
  Pages: 81-88
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] On Modeling U. S. Product Liability Risk - An Empirical Analysis-2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper (Center for Risk Research, Shiga University) B-5
  
  Pages: 1-20
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] On Modeling U.S.Product Liability Risk-An Empirical Analysis-2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper, Center for Risk Research, Shiga University B-5
  
  Pages: 1-20
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] On Modeling U.S.Product Liability Risk - An Empirical Analysis -2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper (Center for Risk Research, Shiga University) B-5
  
  Pages: 1-20
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] Application of [GLP&MEMM] Model to Nikkei 225 Option2005
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Proceedings of the 7^<th> JAFEE International Conference
  
  Pages: 81-88
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] On Modeling U.S.Product Liability Risk-An Empirical Analysis2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper of the Center for Risk Research, Shiga University B-5
  
  Pages: 1-20
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] On Modeling U.S. Product Liability Risk-An Empirical Analysis-,2005
- Author(s)
  Y.Maeda, N.Moriwaki, Y.Miyahara
- Journal Title
  
  Working Paper No. B-5, Center for Risk Research, Shiga University
  
  Pages: 1-20
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] 幾何レヴィ過程のEsscher transformed martingale measureについて2004
- Author(s)
  宮原孝夫
- Journal Title
  
  統計数理研究所共同研究リポート『無限分解可能過程に関連する諸問題(8)』 170
  
  Pages: 54-62
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] The [GLP ＆MEMM] Pricing Model and its Calibration Problems,2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University, " No. 397
  
  Pages: 1-30
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] On Esscher transformed martingale measure for geometric Levy process2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  The Institute of Statistical Mathematics, Cooperative Research Report(in Japanese) #170
  
  Pages: 54-62
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] A Note on Esscher Transformed Martingale Measures for Geometric Levy processes2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 379
  
  Pages: 1-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] On the [Geometric Levy Process & MEMM] Pricing Models2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  RIMS Kokyuroku, Kyoto Univ.(in Japanese) #1351
  
  Pages: 181-188
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] [Geometric Levy Process & MEMM]価格理論モデルについて2004
- Author(s)
  宮原孝夫
- Journal Title
  
  京都大学数理解析研究所講究録『確率数値解析における諸問題、VI』 1351
  
  Pages: 181-188
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Volatillty Smile/Smirk Properties of [GLP&MEMM] Models2004
- Author(s)
  Y.Miyahara, N.Moriwaki
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 405
  
  Pages: 1-16
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The[GLP ＆ MEMM]Pricing Model and its Calibration Problems2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 397
  
  Pages: 1-30
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] A Note on Esscher Transcormed Martingale Measures for Geometric Levy Provesses2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No.379
  
  Pages: 1-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] 幾何レヴィ過程のEsscher transformed martingale measureについて2004
- Author(s)
  宮原孝夫
- Journal Title
  
  統計数理研究所共同研究リポート『無限分解可能過程に関連する諸問題(8)』 170
  
  Pages: 54-62
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] 幾何レヴィ過程のEsscher transformed martingale measureについて2004
- Author(s)
  宮原孝夫
- Journal Title
  
  統計数理研究所共同研究リポート 170
  
  Pages: 54-62
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The [GLP&MEMM] Pricing Model and its Calibration Problems2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 397
  
  Pages: 1-30
- Data Source
  KAKENHI-PROJECT-16540113
[Journal Article] The [GLP & MEMM] Pricing Model and its Calibration Problems2004
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No.397
  
  Pages: 1-30
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] The Minimal Entropy Martingale Measures for Geometric Levy Processes2003
- Author(s)
  T.Fujiwara, Y.Miyahara
- Journal Title
  
  Finance and Stochastics vol.7
  
  Pages: 509-531
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] The Minimal Entropy Martingale Measures for Geometric Levy Processes2003
- Author(s)
  T.Fujiwara, Y.Miyahara
- Journal Title
  
  Finance and Stochastics 7
  
  Pages: 509-531
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Geometric Levy Process Pricing Model2002
- Author(s)
  Y.Miyahara, A.Novikov
- Journal Title
  
  Proceedings of Steklov Mathematical Institute vol.237
  
  Pages: 176-191
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Estimation of Levy Processes2002
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University 318
  
  Pages: 1-36
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Geometric Levy process Pricing Model2002
- Author(s)
  Y.Miyahara, A.Novikov
- Journal Title
  
  Proceedings of Steklov Mathematical Institute 237
  
  Pages: 176-191
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Estimation of Levy Processes2002
- Author(s)
  Y.Miyahara
- Journal Title
  
  Discussion Papers in Economics, Nagoya City University No.318
  
  Pages: 1-36
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14540133
[Journal Article] Risk assessment for generation investment based on utility indifference pricing
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa, K. Okada
- Journal Title
  
  Proceedings of CIGRE Symposium Osaka Japan 2007 PaperNo.405
  
  Pages: 1-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] 内部リスク回避度（IRRA）による格付け表の作成とその活用法2018
- Author(s)
  宮原　孝夫
- Organizer
  日本金融・証券計量・工学学会（JAFEE）2017 冬季大会
- Data Source
  KAKENHI-PROJECT-15K04933
[Presentation] ランダム環境の下でのプロジェクトの価値評価法2017
- Author(s)
  宮原　孝夫
- Organizer
  日本リアルオプション学会2017年研究発表大会
- Data Source
  KAKENHI-PROJECT-15K04933
[Presentation] 期待効用無差別価格理論に基づくリスク測度のシミュレーション2016
- Author(s)
  程島次郎、三澤哲也、宮原孝夫
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学角間キャンパス（石川県）
- Data Source
  KAKENHI-PROJECT-15K04933
[Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems2016
- Author(s)
  Yoshio Miyahara and Yoshiki Tsujii
- Organizer
  日本リアルオプション学会2016年研究発表大会
- Place of Presentation
  中央大学後楽園キャンパス（東京都）
- Data Source
  KAKENHI-PROJECT-15K04933
[Presentation] Valuation of Hong Kong REIT based on Risk Sensitive Value Measure Method2015
- Author(s)
  班爛、三澤哲也、宮原孝夫
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学（新潟県南魚沼市）
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-15K04933
[Presentation] リスク鋭感的価値尺度とその周辺2014
- Author(s)
  宮原　孝夫
- Organizer
  第4回数理ファイナンス合宿型セミナー
- Place of Presentation
  慶應義塾大学日吉キャンパス（神奈川県横浜市港北区）
- Year and Date
  2014-11-07
- Invited
- Data Source
  KAKENHI-PROJECT-24540136
[Presentation] リスク鋭感的価値尺度による評価～裁定理論によらない評価法の必要性と可能性～2012
- Author(s)
  宮原孝夫
- Organizer
  日本金融・証券計量・工学学会、2011冬季大会(会長就任招待講演)
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk-Sensitive Value Measure and its Applications2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Stochastic Processes and Application
- Place of Presentation
  NCTS, Taiwan
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Risk-Sensitive Value Measure and its Applications2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Stochastic Processes and Applications
- Place of Presentation
  NCTS, Taiwan(Invited lecture)
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスク鋭感的価値尺度による評価---裁定理論によらない評価法の必要性と可能性---2012
- Author(s)
  宮原孝夫
- Organizer
  日本金融・証券計量・工学学会、2011 冬季大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Risk-Sensitive Value Measure and its Applications2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Stochastic Processes and Applications
- Place of Presentation
  NCTS, Taiwan, 台湾
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Risk-Sensitive Value Measure and its Applications2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Stochastic Processes and Applications, NCTS
- Place of Presentation
  Taiwan
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-20340019
[Presentation] Risk-Sensitive Value Measure and its Applications2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Stochastic Processes and Applications(Invited lecture)
- Place of Presentation
  NCTS, Taiwan
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスク鋭感的価値尺度による評価～裁定理論によらない評価法の必要性と可能性～2012
- Author(s)
  宮原孝夫
- Organizer
  日本金融・証券計量・工学学会、2011冬季大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎(会長就任招待講演)
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスク鋭感的価値尺度による評価とその応用」、東京大学大学院経済学研究科・日本経済国際共同センター「応用統計ワークショップ20122012
- Author(s)
  宮原孝夫
- Organizer
  東京大学大学院経済学研究科学術交流棟
- Place of Presentation
  (小島ホール)1 階セミナー室(東京都)
- Year and Date
  2012-04-27
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems2012
- Author(s)
  Yoshio Miyahara
- Organizer
  Bachelier Finance Society
- Place of Presentation
  Sydney
- Year and Date
  2012-05-19
- Data Source
  KAKENHI-PROJECT-20340019
[Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems2012
- Author(s)
  Yoshio Miyahara (joint paper with Yoshiki Tsujii)
- Organizer
  Bachelier Finance Society
- Place of Presentation
  Sydney, オーストラリア
- Year and Date
  2012-05-19
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] リスク鋭感的価値尺度による評価2012
- Author(s)
  宮原孝夫
- Organizer
  日本金融・証券計量・工学学会、2011冬季大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] リスク鋭感的価値尺度2011
- Author(s)
  宮原孝夫
- Organizer
  日本保険・年金リスク学会第1回研究会(招待講演)
- Place of Presentation
  JAビル8階TGIフィナンシャル・ソリューションズ本社セミナールーム
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスク鋭感的価値尺度2011
- Author(s)
  宮原孝夫
- Organizer
  日本保険・年金リスク学会第1回研究会
- Place of Presentation
  東京都千代田区大手町1-3-1JAビル8階セミナールーム
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] リスク鋭感的価値尺度2011
- Author(s)
  宮原孝夫
- Organizer
  日本保険・年金リスク学会第1回研究会
- Place of Presentation
  東京都千代田区大手町1-3-1 JAビル8階TGIフィナンシャル・ソリューションズ本社セミナールーム
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] リスク鋭感的価値尺度2011
- Author(s)
  宮原孝夫
- Organizer
  日本保険・年金リスク学会第1回研究会
- Place of Presentation
  JAビル8階TGIフィナンシャル・ソリューションズ本社セミナールーム(招待講演)
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスク鋭感的価値尺度2011
- Author(s)
  宮原孝夫
- Organizer
  日本保険・年金リスク学会第1回研究会
- Place of Presentation
  本社セミナールーム
- Year and Date
  2011-12-09
- Data Source
  KAKENHI-PROJECT-20340019
[Presentation] Risk-Sensitive Value Measure Method for Projects Evaluation2010
- Author(s)
  Y.Miyahara
- Organizer
  QMF-2010
- Place of Presentation
  シドニー(オーストラリア)
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Risk-Sensitive Value Measure Method for Project Evaluation2010
- Author(s)
  Yoshio Miyahara
- Organizer
  QMF-2010
- Place of Presentation
  Sydney、Australia
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Application of Entropic Value Measure to Portfolio Optimization Problems2010
- Author(s)
  辻井芳樹、宮原孝夫
- Organizer
  Risk Workshop 2010「リスクと価値の評価法」
- Place of Presentation
  名古屋市立大学大学院経済学研究科
- Year and Date
  2010-03-13
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] リスクと価値の評価:裁定理論と価値尺度2010
- Author(s)
  宮原孝夫
- Organizer
  科研費研究集会「数理ファイナンスとその周辺」
- Place of Presentation
  名古屋大学ベンチャー・ビジネス・ラボラトリー(名古屋)
- Year and Date
  2010-01-22
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] リスクと価値の評価:裁定理論と価値尺度2010
- Author(s)
  宮原孝夫
- Organizer
  科研費研究集会「数理ファイナンスとその周辺」
- Place of Presentation
  名古屋大学ベンチャー・ビジネス・ラボラトリー
- Year and Date
  2010-01-22
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk Sensitive Value Measure Method for Project Evaluation2010
- Author(s)
  宮原孝夫
- Organizer
  Risk Workshop 2010「リスクと価値の評価法」
- Place of Presentation
  名古屋市立大学大学院経済学研究科
- Year and Date
  2010-03-13
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk-Sensitive Value Measure Method for Project Evaluation2010
- Author(s)
  Yoshio Miyahara
- Organizer
  QMF-2010
- Place of Presentation
  Sydney、オーストラリア
- Year and Date
  2010-12-17
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Application of Entropic Value Measure to Portfolio Optimization Problems2010
- Author(s)
  辻井芳樹, 宮原孝夫
- Organizer
  Risk Workshop 2010「リスクと価値の評価法」
- Place of Presentation
  名古屋市立大学大学院経済学研究科(愛知)
- Year and Date
  2010-03-13
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Value Measures for Project Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンス理論の展開」
- Place of Presentation
  首都大学東京秋葉原サテライトキャンパス(東京)
- Year and Date
  2009-04-09
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Value Measures for Project Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンス理論の展開」
- Place of Presentation
  首都大学東京秋葉原サテライトキャンパス
- Year and Date
  2009-04-09
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Stable process models in finance2009
- Author(s)
  宮原孝夫
- Organizer
  Congress : "Stochastic Analysis for and from Finance"
- Place of Presentation
  Science Hall on the fourth floor of East No.1 Building in Kyoto Research Park
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Stable process models in finance2009
- Author(s)
  宮原孝夫
- Organizer
  Congress : "Stochastic Analysis for and from Finance" (SAFFF)
- Place of Presentation
  Science Hall, Kyoto Research Park(Kyoto)
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Stochastic Analysis for and from Finance2009
- Author(s)
  Yoshio Miyahara
- Organizer
  Stable process models in finance Congress
- Place of Presentation
  Science Hall, Kyoto Research Park
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Value Measures for Project Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本オペレーションズ・リサーチ学会研究部会、「ファイナンス理論の展開」第1回研究会
- Place of Presentation
  首都大学東京・秋葉原サテライトキャンパス
- Year and Date
  2009-04-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk-Sensitive Value Measures and their Applications2009
- Author(s)
  宮原孝夫
- Organizer
  2009年日本金融・証券計量・工学学会夏季大会
- Place of Presentation
  法政大学市ヶ谷キャンパス
- Year and Date
  2009-07-29
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk Sensitive Value Measure2009
- Author(s)
  宮原孝夫
- Organizer
  大阪大学金融・保険セミナーシリーズ第22回
- Place of Presentation
  大阪大学大学院基礎工学研究科(大阪)
- Year and Date
  2009-05-07
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk-Sensitive Value Measure2009
- Author(s)
  宮原孝夫
- Organizer
  大阪大学金融・保険セミナーシリーズ第22回
- Place of Presentation
  大阪大学基礎工学研究科J棟617(大阪)
- Year and Date
  2009-05-07
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Value Measures for Project Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本オペレーションズ・リサーチ学会研究部会「ファイナンス理論の展開」第1回研究会
- Place of Presentation
  首都大学東京・秋葉原サテライトキャンパス(東京)
- Year and Date
  2009-04-09
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Stable process models in finance2009
- Author(s)
  Y. Miyahara
- Organizer
  Congress: Stochastic Analysis for and from Finance
- Place of Presentation
  Science Hall on the fourth floor of East No. 1 Building in Kyoto Research Park(京都)
- Year and Date
  2009-08-04
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Risk Sensitive Value Measure2009
- Author(s)
  宮原孝夫
- Organizer
  大阪大学金融・保険セミナーシリーズ第22回
- Place of Presentation
  大阪大学基礎工学研究科J棟617
- Year and Date
  2009-05-07
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Risk-Sensitive Value Measure Method for Projects Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会
- Place of Presentation
  信州大学・上田キャンパス
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Risk-Sensitive Value Measure Method for Projects Evaluation2009
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会
- Place of Presentation
  信州大学・上田キャンパス(上田)
- Year and Date
  2009-12-13
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Risk-Sensitive Value Measures and their Applications2009
- Author(s)
  宮原孝夫
- Organizer
  日本金融・証券計量・工学学会
- Place of Presentation
  法政大学市ヶ谷キャンパス(東京)
- Year and Date
  2009-07-29
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Risk Sensitive Value Measure2009
- Author(s)
  宮原孝夫
- Organizer
  大阪大学金融・保険セミナーシリーズ第22回
- Place of Presentation
  大阪大学大学院基礎工学研究科
- Year and Date
  2009-05-07
- Data Source
  KAKENHI-PROJECT-21540140
[Presentation] Calibration of Option Pricing Models Based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008
- Author(s)
  Yoshio Miyahara
- Organizer
  5-th World Congress of Bachelier Finance Society
- Place of Presentation
  London
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2008
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会「企業金融工学フォーラム」
- Place of Presentation
  東京
- Year and Date
  2008-07-31
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Option Pricing based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008
- Author(s)
  Yoshio Miyahara
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  東京
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2008
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会「企業金融工学フォーラム」
- Place of Presentation
  東京
- Year and Date
  2008-07-31
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Calibration of Option Pricing Models Based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008
- Author(s)
  Yoshio Miyahara
- Organizer
  5-th World Congress of Bachelier Finance Society
- Place of Presentation
  London
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] プロジェクト評価のためのリスク尺度と価値尺度2008
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会
- Place of Presentation
  東京
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Calibration of Option Pricing Models Based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008
- Author(s)
  Y. Miyahara
- Organizer
  5-th World Congress of Bachelier Finance Society
- Place of Presentation
  ロンドン(イギリス)
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Geometric Levy Process Models in Finance2008
- Author(s)
  宮原孝夫
- Organizer
  OR学会研究部会「ファイナンスと意思決定」
- Place of Presentation
  東京
- Year and Date
  2008-06-18
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Geometric Levy Process Models in Finance2008
- Author(s)
  宮原孝夫
- Organizer
  OR学会・研究部会「ファイナンスと意思決定」
- Place of Presentation
  東京
- Year and Date
  2008-06-18
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Geometric Levy Process Models in Finance2008
- Author(s)
  宮原孝夫
- Organizer
  or学会研究部会「ファイナンスと意思決定」
- Place of Presentation
  東京
- Year and Date
  2008-06-18
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Option Pricing based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008
- Author(s)
  Y. Miyahara
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  東京
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] プロジェクト評価のためのリスク尺度と価値尺度2008
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会
- Place of Presentation
  東京
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Option Pricing Based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2007
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Advandced Mathematical Methods for Finance
- Place of Presentation
  ウィーン工科大学、ウィーン、オーストリア
- Year and Date
  2007-09-18
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2007
- Author(s)
  宮原孝夫
- Organizer
  Risk Workshop
- Place of Presentation
  名市大
- Year and Date
  2007-02-03
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Option Pricing Based on the Geometric Stable Processes and tne Minimal Entropy Martingale Measures2007
- Author(s)
  Y. Miyahara
- Organizer
  International Conference on the Quantitative Methods in Finance(QMF)
- Place of Presentation
  シドニー工科大学
- Year and Date
  2007-12-14
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Risk Assessment for Generation Investment based on Utility Indifference Pricing、CIGRE, Osaka 20072007
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa and K. Okada
- Organizer
  System Development and Asset Management under Restructuring
- Place of Presentation
  Rihga Royal Hotel, Osaka Japan
- Year and Date
  2007-11-03
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Risk Assessment for Generation Investment based on Utility Indifference Pricing2007
- Author(s)
  H. Miyauchi, K. Miyahara, T. Misawa and K. Okada
- Organizer
  CIGRE, Osaka 2007
- Place of Presentation
  Rihga Royal Hotel, Osaka Japan
- Year and Date
  2007-11-03
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Option Pricing Based on the Geometric Stable Processes and Minimal Entropy Martingale Measures2007
- Author(s)
  Y. Miyahara
- Organizer
  Workshop on Advanced Mathematical Methods for Finance
- Place of Presentation
  ウィーン工科大学(オーストリア)
- Year and Date
  2007-09-18
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] 効用無差別価格に基づく発電設備投資に対するリスク評価2007
- Author(s)
  宮原和彦、三代純也、宮内肇、三澤哲也
- Organizer
  平成19年電気学会全国大会
- Place of Presentation
  富山大学
- Year and Date
  2007-03-17
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Option Pricing Based on the Geometric Stable Processes and tne Minimal Entropy Martingale Measures2007
- Author(s)
  Y. Miyahara
- Organizer
  Workshop on Advandced Mathematical Methods for Finance
- Place of Presentation
  ウィーン工科大学
- Year and Date
  2007-09-18
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] Option Pricing Based on the Geometric Stable Processes and Minimal Entropy Martingale Measures2007
- Author(s)
  Y. Miyahara
- Organizer
  International Conference on the Quantitative Methods in Finance (QMF)
- Place of Presentation
  シドニー工科大学(オーストラリア)
- Year and Date
  2007-12-14
- Data Source
  KAKENHI-PROJECT-19540143
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2006
- Author(s)
  宮原孝夫
- Organizer
  ファイナンス・ワークショップ
- Place of Presentation
  南山大学
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2006
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会
- Place of Presentation
  早稲田大学
- Year and Date
  2006-11-11
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Minimal variance martingale measures for geometric Levy processes2006
- Author(s)
  Yoshio Miyahara
- Organizer
  BFS2006 International Congress
- Place of Presentation
  東京
- Year and Date
  2006-08-19
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] Minimal distance martingale measures for geometric Levy processes2006
- Author(s)
  Yoshio Miyahara
- Organizer
  Workshop on Mathematical Finance and Stochastic Control
- Place of Presentation
  大阪大学、ホリディイン京都
- Year and Date
  2006-08-25
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] 期待効用理論に基づくプロジェクトの価値評価法2006
- Author(s)
  宮原孝夫
- Place of Presentation
  滋賀大リスクセンター
- Year and Date
  2006-12-08
- Data Source
  KAKENHI-PROJECT-18540134
[Presentation] 規模のリスクとその評価
- Author(s)
  宮原孝夫
- Organizer
  日本リアルオプション学会・2013年度研究発表大会
- Place of Presentation
  早稲田大学日本橋キャンパス・コレド5階教室1、東京都
- Data Source
  KAKENHI-PROJECT-24540136
[Presentation] リスク鋭感的価値尺度による評価とその応用
- Author(s)
  宮原　孝夫
- Organizer
  東京大学大学院経済学研究科・日本経済国際共同センター「応用統計ワークショップ2012」
- Place of Presentation
  東京大学大学院経済学研究科学術交流棟（小島ホール）1階セミナー室（東京都）
- Invited
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] 規模のリスク評価
- Author(s)
  宮原孝夫
- Organizer
  京都大学数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学北部総合教育棟益川ホール
- Data Source
  KAKENHI-PROJECT-24540136
[Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems
- Author(s)
  Yoshio Miyahara
- Organizer
  Bachelier Finance Society 2012
- Place of Presentation
  Hilton Hotel Sydney (Australia)
- Data Source
  KAKENHI-PROJECT-22540148
[Presentation] Applications of Risk-Sensitive Value Measure Method to Portfolio Evaluation Problems
- Author(s)
  Yoshio Miyahara, Yoshiki Tsujii
- Organizer
  Bachelier Finance Society 2012
- Place of Presentation
  Hｉｌｔｏｎ Hotel, Sydney (Australia)
- Data Source
  KAKENHI-PROJECT-24540136

1. MISAWA Tetsuya (10190620)

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2. HASHIMOTO YOSHIAKI (50106259)

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10. MIYAUCHI Hajime (20181977)

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50. 藤井恵美子

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MIYAHARA YOSHIO 宮原 孝夫

宮原 孝夫 ミヤハラ ヨシオ

Research Projects

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Co-Researchers

Dynamical Risk Sensitive Value Measure and its Application to Valuation of ProjectOngoing

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効用無差別価格理論に基づく資産価値評価システムの構築Ongoing

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Evaluation method of risk and value under multi-dimensional Levy process models.Principal Investigator

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Risk-evaluation modeling based on Levy process and its applicationsPrincipal Investigator

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Option Pricing Models Based on Levy Process and Entropy, and ApplicationsPrincipal Investigator

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Applications of Levy Processes to Mathematical FinancePrincipal Investigator

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MIYAHARA YOSHIO 宮原孝夫

宮原孝夫ミヤハラヨシオ