加藤 恭 | 株式会社三菱UFJトラスト投資工学研究所(MTEC)
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概要
関連著者
著作論文
- Optimal Execution Problem with Market Impact : Mathematical Formulation of the Model and Its Characterization by Viscosity Solution Theory (Viscosity Solutions of Differential Equations and Related Topics)
- When Market Impact Causes Gradual Liquidation? : From the Theoretical View of Mathematical Finance (Financial Modeling and Analysis)
- Formulation of an Optimal Execution Problem with Random Market Impact (Financial Modeling and Analysis)