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MIYAHARA YOSHIO  宮原 孝夫

ORCIDConnect your ORCID iD *help
… Alternative Names

宮原 孝夫  ミヤハラ ヨシオ

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Researcher Number 20106256
Other IDs
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Affiliation (Current) 2020: 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
2010 – 2012: 名古屋市立大学, 大学院・経済学研究科, 名誉教授
2010: 名古屋市立大学, 名誉教授
2008 – 2009: 名古屋市立大学, 経済学研究科, 教授
2007 – 2009: Nagoya City University, 大学院・経済学研究科, 教授
2006: Nagoya City University, Graduate School of Economics, Professor, 大学院経済学研究科, 教授
2002 – 2005: 名古屋市立大学, 大学院・経済学研究科, 教授
1996 – 2001: Nagoya City Univ., Fact.of Economics, Prof., 経済学部, 教授
1988 – 1993: 名古屋市立大学, 経済学部, 教授
1986: 名古屋市立大学, 経済学部, 助教授 Less
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 / Statistical science / Basic analysis / Economic statistics / Basic Section 12040:Applied mathematics and statistics-related
Keywords
Principal Investigator
数理ファイナンス / オプション価格 / リスク鋭感的価値尺度 / 幾何レヴィ過程 / マルチンゲール測度 / 相対エントロピー / mathematical finance / option pricing / geometric Levy process / relative entropy … More / リスク評価 / 価値評価 / レヴィ過程 / 多次元レヴィ過程 / 規模のリスク / ポートフォリオの評価 / プロジェクトの評価 / 規模のリスクの評価 / 保険の評価 / リスクと価値の評価 / リアルオプション / リスク尺度 / 価値尺度 / リアルオプションの評価 / オプション / 平滑近似法 / Poisson random measure / 確率数値近解析 / Markov chain / 確率数値近似法 / 時系列データ平滑化 / subordination / martingale measure / オプション価格理論 / 非完備市場 / 同値マルチンゲール測度 / カリブレーション / 幾何安定過程モデル / マルチンゲール測定 / incomplete market / equivalent martingale measure / calibration / geometric stable process … 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 / 効用無差別価格 / Mathematical finance / Composition methods / 測度値拡散過程 / 集団遺伝学 / 非線形確率系 / 対称性 / リスク評価 / sampling formula / リアルオプション / 確率アルゴリズム / 電力市場 / 非線形楕円型方程式 / リスク / ランダムNPVプロビットモデル / 供給信頼度 / リスク鋭敏的価値尺度 / プロジェクト価値評価 / 確率系 / 期待効用無差別価格 / プロジェクト事業投資 / 規模のリスク / 発電事業 / 飛び石モデル / フレミング-ヴィオ過程 / 集団道伝学 / stepping stone model / Stochastic dynamical systems / Gevrey hypoellipticity / Geometric Levy processes / 内部リスク回避度 / リスク価値尺度 / プロジェクト評価 / 事業ポートフォリオ / プロジェクト事業 / 連分数 / 2次無理数 / Poisson white noise / Hida Calculus / Wiener-Ito 分解 / n次Wiener積分 / Malliavin解析 / Poisson-charier多項式 / REDUCE / 数式処理 / Analytic Coherent Module / ジェブレ級 / コ-シ-問題 / グルサ-問題 / ニュ-トン多角形 / 解析関数 / ジョルダン標準形 / (計算機用)プログラム / イジングモデル / ランダムウォーク / ウェーブレット補間 / 時系列 / シミュレーション / 教育工学 / 遺伝子系図 / structured coalescent / Generalized Ewens / 偶数階非線形楕円型方程式 / オプション理論 / 極限定理 / Structured coalescent model / 2m階非線形楕円型方程式 / 確率数値近似 / Transformed subordinators / 確率離散系 / 力学構造 / Ewenの抽出公式 / 大偏差確率制御 / H-J-B 方程式 / ポートフォリオ最適化 / デリバティブの価値評価 / 双対性定理 / エルゴード型確率制御 / リスク鋭感的確率制御 / 粘性解 / ロバスト性 / エルゴード型H-J-B方程式 / インサイダー取引市場モデル / ハミルトン・ヤコビ方程式 / 期待効用最大化 / ポートフォリオ最適化、大偏差確率制御 / H-J-B方程式 / ダウンサイドリスク最小化 / 価値尺度 / インサイダー取引モデル / 局所最大値原理 / ハルナック不等式 / ダウンサイドリスク / リスク鋭感的制御 / 弱近似 / 電力市場価格 / 分散電源 / 電力システム / 確率シミュレーション / リスク尺度 / プロジェクト価値 / データサイエンス / 匿名データ / オンサイト拠点 / 社会実験 / LCA / 時空間モデリング / 匿名化データ / ランダムNPV / 選択統計モデル / 事業リスク評価 / 電力市場価格分析 / 期待効用無差別理論 / 発電事業プロジェクト / モンテカルロシミュレーション / ローレンツ方程式 / アトラクター / ハウスドルフ次元 / 特異摂動問題 / 転移点問題 / クェット流 / 丸め誤差 / 可変長有理数演算 / 指数部つき / 高精度演算 / 固有値計算 / Newton法 / 無限サイトモデル / 系図学 / 無限アレルモデル / 系図過程 / 無限アリルモデル / 対立遺伝子数 / 確率論 / measure-valued diffusion / infinite site model / genealogy / infinite allele model / population genetics / 保存量 / 簡約化 / マルチンゲ-ル測度 / 相対エントロピー / ウェーブレット解析 / non-linear / stochastic systems / symmetry & conserved quantities / similarity method / mathematical finance / martingale measure / relative entropy / wavelet analysis / 保存量と対称性 / 確率数値解析 / ウェーブレット / 確率解析 / ジェブレ準楕円性 / ウェーブレット関数補間 / 構造再現性 / 非線形マクロ動学 / Fleming-Viot過程 / wavelet解析 / Conserved quantities and symmetry / Stochastic numerical analysis / Wavelet interpolation / Fleming-Viot processes / Stochastic analysis / フレミング・ヴィオ過程 / マルコフ連鎖 / ランダム離散分布 / サンプリング公式 / 初再帰時間 / Fleming-Viot Processes / measure valued diffusion / Markov chain / random discrete distribution / Composition法 / 幾何レビイ過程 / 再帰マルコフ連鎖 / Bochner-Schwartz定理 / Gevrey解析性 / オプション価格付け / Flemming-Viot過程 / Grusin作用素 / Nonlinear stochastic system / Computational finance / Geometric Levy process / Incomplete market / Positively recurrent Markov chain / Stochastic logistic process / Nonlinear partial differential equations / Composition method / Stochastic exponential map / 熱核法 / 正定値超関数 / Nonlinear stochastic systems / Stochastic numerics / Fleming-Biot processes / Recurrent Markov chain / Bochner-Schwartz' teorem / 合成法 / 幾何レヴィ過程 / 遺伝子系図の確率過程 / 地理的構造 / Gervey指数 / 確率系のリー代数近似 / 数理・計量ファイナンス / マルチンゲール測度 / ポアソンランダム測度 / ファア・ディ・ブルーノの公式 / 確率系の合成法 / 焼きなましアルゴリズム / レヴィ過程 / Structured coalescent過程 / 遺伝系統図 / 非線形楕円型 / パラ微分作用素 / 計算機統計数理 / Structured coalescent process / Genealogy / Composition Methods / Gevrey準楕円性 / 遺伝子系図過程 / Population genetics / Coalescent model, / Geographical structure / 最適投資規模 / プロジェクト事業価値評価 / 電力供給信頼度指標 / 発電設備投資 / 効用無差別価格理論 / 規模リスク / 電力自由化 / 期待効用無差別価値 / Normal mixture / IRRA / Aumann-Serrano index / 資産価格の評価への応用 / Performance measure / GARCH model / 計量ファイナンス / 期待効用無差別価格理論 / normal mixture / 太陽光発電 / 風力発電 / リスクと信頼性 / 投資決定モデル Less
  • Research Projects

    (26 results)
  • Research Products

    (207 results)
  • Co-Researchers

    (51 People)
  •  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

All 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 Other

All Journal Article Presentation Book

  • [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)
      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
      185
    • Publisher
      Imperial College Press
    • Data Source
      KAKENHI-PROJECT-21540140
  • [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)
      Y. Miyahara
    • Total Pages
      185
    • Publisher
      Imperial College Press
    • Data Source
      KAKENHI-PROJECT-20340019
  • [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] Project Valuation Method under Random Environment2019

    • Author(s)
      宮原 孝夫
    • Journal Title

      Communications of the Japan Association of Real Options and Strategy

      Volume: 10 Issue: 3 Pages: 58-67

    • DOI

      10.12949/cjaros.10.3_58

    • NAID

      130007641804

    • ISSN
      2189-6585
    • Year and Date
      2019-05-02
    • Language
      Japanese
    • Open Access
    • Data Source
      KAKENHI-PROJECT-18K03421
  • [Journal Article] 防災事業の価値評価2019

    • Author(s)
      宮原 孝夫
    • Journal Title

      統計数理研究所・共同研究リポート「極値理論の工学への応用」

      Volume: 20180720-21 Pages: 90-106

    • Open Access
    • Data Source
      KAKENHI-PROJECT-18K03421
  • [Journal Article] Inner Rate of Risk Aversion (IRRA)and its Application to Investment Selection2018

    • Author(s)
      Yoshio MIYAHARA
    • Journal Title

      Discussion Papers in Economics, Nagoya City Univ.

      Volume: 635 Pages: 1-15

    • Open Access
    • Data Source
      KAKENHI-PROJECT-18K03421
  • [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

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17K03667, 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] 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] 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

    • NAID

      130006940729

    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • 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

      IJROS

      Volume: 4 Issue: 0 Pages: 1-33

    • DOI

      10.12949/ijros.4.1

    • NAID

      130006940729

    • ISSN
      2186-4667
    • Language
      English
    • Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K04933
  • [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

    • NAID

      130005567992

    • 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

    • NAID

      130007585355

    • 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

    • NAID

      130007583771

    • 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

    • NAID

      130007584752

    • 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

    • NAID

      120006682451

    • 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] 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

    • NAID

      120006682451

    • Open Access
    • 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

      Volume: 49 Pages: 45-56

    • NAID

      120006682451

    • 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

    • NAID

      120006682451

    • 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

    • NAID

      120006682451

    • Data Source
      KAKENHI-PROJECT-22540148
  • [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] 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] 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] 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

    • NAID

      130000263851

    • 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

      Volume: vol.3 Pages: 185-204

    • NAID

      130000308227

    • 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

    • NAID

      130000263851

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19540143
  • [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

    • NAID

      130000263851

    • 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: Vol. 3, No. 2 Pages: 185-204

    • NAID

      130000308227

    • 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] 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

    • NAID

      130000308227

    • Peer Reviewed
    • 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 vol.3

      Pages: 186-204

    • NAID

      130000308227

    • 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

    • NAID

      130000308227

    • 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

    • NAID

      130000308227

    • 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] 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] 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 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] 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)
      Y. Miyahara
    • Journal Title

      Discussion Papers in Economics, Nagoya City University No.496

      Pages: 1-15

    • Data Source
      KAKENHI-PROJECT-19540143
  • [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)
      Yoshio Miyahara
    • Journal Title

      Discussion Papers in Economics, Nagoya City University 第496号

      Pages: 1-15

    • 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-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-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 Vol.20

      Pages: 71-88

    • 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. Koepppel, Y. Miyahara
    • Journal Title

      Annals of Applied Probability Vol.17

      Pages: 1615-1638

    • Peer Reviewed
    • 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] 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] 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, 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] 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] 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] 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 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] 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] 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] 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] 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] 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] 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] 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] 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 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] 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

      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] 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] 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] 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

    • NAID

      40016950787

    • 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

      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] 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] 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] 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] 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] 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] 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] 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

    • NAID

      40016950787

    • 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] 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] 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 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 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] 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

    • 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-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] 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] 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] 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] 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 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] 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] [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] 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] 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] 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] 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] 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] 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 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] 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] 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

    • NAID

      10013896492

    • 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

    • NAID

      10013896492

    • 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] 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] Applications of RSVM Method to Investment Strategy2018

    • Author(s)
      宮原 孝夫
    • Organizer
      日本金融・証券計量・工学学会(JAFEE)夏季大会
    • Data Source
      KAKENHI-PROJECT-18K03421
  • [Presentation] ポアソン型リスクを持つプロジェクトの価値評価2018

    • Author(s)
      宮原 孝夫
    • Organizer
      日本リアルオプション学会
    • Data Source
      KAKENHI-PROJECT-18K03421
  • [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] 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] 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] 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] 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 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(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] 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] 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] 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 Application
    • Place of Presentation
      NCTS, Taiwan
    • 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
    • Place of Presentation
      本社セミナールーム
    • Year and Date
      2011-12-09
    • Data Source
      KAKENHI-PROJECT-20340019
  • [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(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1-3-1 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] 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] 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] 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)
      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] 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] 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-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(愛知)
    • Year and Date
      2010-01-22
    • 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] 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)
      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] 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] 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] 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] 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] 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 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
    • Year and Date
      2009-05-07
    • Data Source
      KAKENHI-PROJECT-19540143
  • [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(東京)
    • Year and Date
      2009-07-29
    • Data Source
      KAKENHI-PROJECT-21540140
  • [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
    • Year and Date
      2009-07-29
    • Data Source
      KAKENHI-PROJECT-19540143
  • [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 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 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] 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] 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] 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」
    • 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] 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(長野)
    • Year and Date
      2009-12-13
    • 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] 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-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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] 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] Option Pricing based on the Geometric Stable Processes and the Minimal Entropy Martingale Measures2008

    • Author(s)
      Yoshio Miyahara
    • Organizer
      2008 Daiwa International Workshopon 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] 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 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] 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 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] 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
      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] 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] 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] 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 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] 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
  • [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] 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] 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
  • 1.  MISAWA Tetsuya (10190620)
    # of Collaborated Projects: 18 results
    # of Collaborated Products: 14 results
  • 2.  HASHIMOTO YOSHIAKI (50106259)
    # of Collaborated Projects: 16 results
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  • 3.  SHIMIZU AKINOBU (10015547)
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  • 4.  岡野 節 (90080267)
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  • 5.  山本 浩 (10080285)
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  • 6.  梅田 芳郎 (80080266)
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  • 7.  小島 誠 (10080269)
    # of Collaborated Projects: 6 results
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  • 8.  FUJIWARA Tsukasa (30199385)
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  • 9.  NOTOHARA MORIHIRO (30347421)
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  • 10.  MIYAUCHI Hajime (20181977)
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  • 11.  岩橋 亮輔 (40080220)
    # of Collaborated Projects: 3 results
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  • 12.  TSUDA Hiroshi (90450163)
    # of Collaborated Projects: 2 results
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  • 13.  OKUTO Yuji (80295625)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 14.  NAGAI Hideo (70110848)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  KOHATSU-HIGA Arturo (80420412)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 8 results
  • 16.  SEKINE Jun (50314399)
    # of Collaborated Projects: 1 results
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  • 17.  KOIKE Shigeaki (90205295)
    # of Collaborated Projects: 1 results
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  • 18.  ISHII Hitoshi (70102887)
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  • 19.  HATA Hiroaki (00609290)
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  • 20.  AIDA Shigeki (90222455)
    # of Collaborated Projects: 1 results
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  • 21.  NAGAHATA Yukio (50397725)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  TAMURA Takashi (50437357)
    # of Collaborated Projects: 1 results
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  • 23.  KAISE Hidehiro (60377778)
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  • 24.  KITAGAWA Genshiro (20000218)
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  • 25.  TSUBAKI Hiroe (30155436)
    # of Collaborated Projects: 1 results
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  • 26.  FUJITA Toshiharu (30175575)
    # of Collaborated Projects: 1 results
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  • 27.  NISHIYAMA Yoshihiko (30283378)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  KAWASAKI Yoshinori (70249910)
    # of Collaborated Projects: 1 results
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  • 29.  SATO Seisho (60280525)
    # of Collaborated Projects: 1 results
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  • 30.  TSUCHIYA Takahiro (00270413)
    # of Collaborated Projects: 1 results
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  • 31.  KUBOTA Takafumi (30379705)
    # of Collaborated Projects: 1 results
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  • 32.  FUJITA Haruhiro (40366513)
    # of Collaborated Projects: 1 results
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  • 33.  OKUHARA Koji (40284616)
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  • 34.  MURAKAMI Masakatsu (00000216)
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  • 35.  KATAGIRI Hideki (40325147)
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  • 36.  MIYAMOTO Michiko (30469598)
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  • 37.  SONEHARA Noboru (30390595)
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  • 38.  TOMITA Makoto (20399025)
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  • 39.  FUEDA Kaoru (50253399)
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  • 40.  HASUIKE Takashi (50557949)
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  • 41.  ANDO Masakazu (00462169)
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  • 42.  TSUJII Yoshiki (90065871)
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  • 43.  KONNO Norio (80205575)
    # of Collaborated Projects: 1 results
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  • 44.  IBARAKI Satoru (10252488)
    # of Collaborated Projects: 1 results
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  • 45.  奥原 浩之 (40284161)
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  • 46.  寺田 敏司 (80126383)
    # of Collaborated Projects: 1 results
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  • 47.  平野 載倫 (80134815)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 48.  玉野 研一 (90171892)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 49.  北田 泰彦 (70016145)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 50.  程島 次郎 (30181514)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 3 results
  • 51.  藤井 恵美子
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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