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All Journal Article Presentation
SIAM Journal on Financial Mathematics
Volume: 12(3) Issue: 3 Pages: 1112-1149
10.1137/20m1362127
Mathematical Finance
Volume: 31(2) Issue: 2 Pages: 722-771
10.1111/mafi.12301
Finance and Stochastics
Volume: 印刷中
Volume: 24 Issue: 4 Pages: 1035-1082
10.1007/s00780-020-00431-6
SIAM Journal on Control and Optimization
Volume: 58 Issue: 6 Pages: 3428-3456
10.1137/18m1196406
Advances in Applied Probability
Volume: 51 Issue: 03 Pages: 633-666
10.1017/apr.2019.32
Stochastic Processes and their Applications
Volume: 印刷中 Issue: 12 Pages: 5406-5449
10.1016/j.spa.2019.03.006
Applied Mathematics and Optimization
Volume: 印刷中 Issue: 1 Pages: 105-133
10.1007/s00245-018-9494-9
Journal of Applied Probability
Volume: 55 Issue: 4 Pages: 1272-1286
10.1017/jpr.2018.85
Insurance: Mathematics and Economics
Volume: 83 Pages: 148-160
10.1016/j.insmatheco.2018.09.008
Volume: 128 Issue: 1 Pages: 255-290
10.1016/j.spa.2017.04.013
Risks
Volume: 6(2) Issue: 2 Pages: 33-33
10.3390/risks6020033
Volume: 80 Pages: 29-44
10.1016/j.insmatheco.2018.02.004
Statistics and Probability Letters
Volume: 135 Pages: 92-101
10.1016/j.spl.2017.11.020
Journal of Optimization Theory and Applications
Volume: 179 Issue: 2 Pages: 553-568
10.1007/s10957-018-1340-3
Volume: 72 Pages: 148-162
10.1016/j.insmatheco.2016.10.010
the Journal of the Operations Research Society of Japan (special issue of the 60th anniversary of the Operations Research Society of Japan).
130005874224
ASTIN Bulletin
Volume: 47(1) Issue: 1 Pages: 199-238
10.1017/asb.2016.28
Volume: 77 Pages: 1-13
10.1016/j.insmatheco.2017.08.001
Mathematics of Operations Research
International Journal of Theoretical and Applied Finance
Volume: 53 Issue: 4 Pages: 2373-2405
10.1137/140957317
Insurance : Mathematics and Economics
Volume: 54 Pages: 133-143
Volume: 46 Pages: 139-167
10.1016/j.insmatheco.2013.11.007
Volume: -
Volume: 46(1) Pages: 139-167
Journal of Computational and Applied Mathematics
Volume: 264 Pages: 1-22
10.1016/j.cam.2013.12.044
Quantitative Finance
Volume: 13 (1) Issue: 1 Pages: 137-157
10.1080/14697688.2012.730624
Volume: 123 (2) Issue: 2 Pages: 347-384
10.1016/j.spa.2012.09.008
Volume: 123(2) Pages: 347-384
Stochastics
Volume: 85(1) Pages: 111-143
Volume: 13(1) Pages: 137-157
Volume: 43 Issue: 3 Pages: 359-372
10.1017/asb.2013.17
Volume: (掲載決定) Issue: 1 Pages: 111-143
10.1080/17442508.2011.653566
Annals of Operations Research
Volume: (掲載確定) Issue: 1 Pages: 337-370
10.1007/s10479-012-1121-6
Volume: 14(4) Pages: 433-463
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」
Pages: 18-26
Volume: (印刷中)
