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北海道大学大学院経済学研究科 | 論文
- 1-E-9 Valuing American Floating-Strike Lookback Options
- A Pincer Randomization Method for Valuing American Options
- 株価収益率ボラティリティの変動特性に関する実証分析
- A Fast Approximation for General Closed Queueing Networks
- Alternative Randomization for Valuing American Options (Mathematical Programming Concerning Decision Makings and Uncertainties)
- Alternative Randomization for Valuing American Options
- Diffusion Models for Computer/Communication Systems
- Valuing Convertible Bonds with Reset Clauses via Monte Carlo Simulation (Mathematics of Decision-making under uncertainty)
- Monte Carlo Analysis of Convertible Bonds with Reset Clauses
- 失念株問題処理のための数理モデル (あいまいさと不確実性を含む状況の数理的意思決定)
- Numerical Valuation of a Switched Knockout Option
- 一般境界ノックアウトオプションの近似価格評価(金融(2))
- 拡散近似 : 離散と連続のはざまで
- Application of the BD-based Diffusion Approximation to General Closed Queueing Networks
- A Refined Diffusion Approximation for Finite-Capacity Multi-Server Queues
- Relationships in the Approximations for the Finite Capacity M/G/s Queue
- 「ORの計算環境」研究部会中間報告(2)(部会報告)
- 待ち行列におけるある近似の試み(文献賞)
- 「ORの計算環境」研究部会中間報告(部会報告)
- Duality between the Erlang Loss System and a Finite Source Queue