スポンサーリンク
Faculty of Economics, Kyushu University | 論文
- Dynamic programming and mean-variance hedging with partial execution risk
- Transformation of the Japanese Corporate System and Possibilities of the "New J-type Firm" Re-examined
- Partial measures of time-series interdependence
- Option replication in discrete time with illiquidity
- 合理的バブルの検定の検出力について
- Portmanteau likelihood ratio tests for model selection
- Simulation studies of multiple portmanteau tests
- 企業活性化に向けたイノベーションの検討 : 自動車の環境技術開発の事例より
- Simple improvement method for upper bound of American option
- On multiple portmanteau tests
- 医療機関の競争と最適リスク調整--Jack(2006)モデルの再検討
- Hedging derivatives with model risk
- East Asian regional economic cooperation and FTA: deepening of intra-ASEAN economic cooperation and expansion into East Asia
- The ASEAN charter and regional economic cooperation
- ASEAN and the structural change of the world economy
- Tail VaR measures in a multi-period setting
- Realization of a self-enforcing international environmental agreement by matching schemes
- Boundaries between economic and accounting perspectives
- Who should decide the corporation tax rate?