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Yoshikawa, Daisuke's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
195 |
Total
Citations
2 |
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1.
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Davis, Mark
Imperial College London Yoshikawa, Daisuke
Bank of Japan
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11 Mar 10
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Last Revised:
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30 Mar 12
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89
(147,614)
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2
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Indifference Pricing, Equilibrium
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2.
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Davis, Mark
Imperial College London Yoshikawa, Daisuke
Bank of Japan
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66
(177,896)
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utility-based pricing, utility indifference pricing, equilibrium, exponential utility
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3.
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Davis, Mark
Imperial College London Yoshikawa, Daisuke
Bank of Japan
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30 Mar 12
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Last Revised:
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08 Apr 12
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40
(221,880)
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equilibrium, transaction costs, indifference pricing, utility-based price
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4.
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Ozeki, Takaaki
Mizuho-DL Financial Technology Co., Ltd. Umezawa, Yuji
Mizuho-DL Financial Technology Co., Ltd. Yamazaki, Akira
Hosei University - Graduate School of Business Administration Yoshikawa, Daisuke
Bank of Japan
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15 Nov 08
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Last Revised:
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27 Nov 11
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CreditGrades Model, Levy Process, Equity Option, Credit Default Swap, Wiener-Hopf Factorization
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5.
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Ozeki, Takaaki
Mizuho-DL Financial Technology Co., Ltd. Umezawa, Yuji
Mizuho-DL Financial Technology Co., Ltd. Yamazaki, Akira
Hosei University - Graduate School of Business Administration Yoshikawa, Daisuke
Bank of Japan
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12 Nov 08
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Last Revised:
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16 Mar 10
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Residential Mortgage-Backed Security, Prepayment Risk, Proportional Hazard Model, Cumulant Expansion
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Records 1 -
5
of 5 matches
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