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Ryoichi Suzuki
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Local risk-minimization for LÚvy markets
T Arai, R Suzuki
International Journal of Financial Engineering 2 (02), 1550015, 2015
302015
A Clark-Ocone type formula under change of measure for LÚvy processes with L^ 2-LÚvy measure
R Suzuki
Communications on Stochastic Analysis 7 (3), 3, 2013
172013
Numerical analysis on local risk-minimization for exponential LÚvy models
T Arai, Y Imai, R Suzuki
International Journal of Theoretical and Applied Finance 19 (02), 1650008, 2016
152016
Local risk-minimization for Barndorff-Nielsen and Shephard models
RS Takuji Arai, Yuto Imai
Finance and Stochastics 21 (2), 551-592, 2017
142017
A Clark-Ocone type formula under change of measure for canonical LÚvy processes
R Suzuki
Keio Univ., Department of Mathematics, 2014
92014
Malliavin differentiability of indicator functions on canonical LÚvy spaces
R Suzuki
Statistics & Probability Letters 137, 183-190, 2018
32018
Correction to “Malliavin differentiability of indicator functions on canonical LÚvy spaces”[Statist. Probab. Lett. 137 (2018) 183–190]
R Suzuki
Statistics & Probability Letters 156, 108614, 2020
12020
Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump LÚvy processes
T Nakagawa, R Suzuki
Modern Stochastics: Theory and Applications 11 (3), 303–321, 2024
2024
A modified Φ-Sobolev inequality for canonical LÚvy processes and its applications
N Sakuma, R Suzuki
Modern Stochastics: Theory and Applications 10 (2), 145-173, 2023
2023
A Clark-Ocone type formula via Ito calculus and its application to finance
T Arai, R Suzuki
Journal of Stochastic Analysis 2 (4), Article 5, 2021
2021
Malliavin differentiability of indicator functions on canonical Levy spaces (vol 137, pg 183, 2018)
R Suzuki
STATISTICS & PROBABILITY LETTERS 156, 2020
2020
レヴィ市場におけるデジタルオプションに対する局所的リスク最小化問題について (確率論シンポジウム)
R Suzuki
数理解析研究所講究録 2116, 105-114, 2019
2019
A Clark-Ocone type formula under change of measure for multidimensional LÚvy processes
R Suzuki
Communications on Stochastic Analysis 11 (01), 21--42, 2017
2017
Explicit Representations of Locally Risk-minimizing Hedging Strategy for LÚvy Markets by Malliavin Calculus
R Suzuki
2015
SPECIAL VALUES OF SOME EXTENSIONS OF ZETA FUNCTION VIA BETA DISTRIBUTIONS
N Sakuma, R Suzuki
Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (02á…, 2012
2012
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Artikelen 1–15