Feedback to SSRN (Beta)

 
  • Selected
  • Entire List
 

Kohatsu-Higa, Arturo
 SSRN Author Rank: 21,070 by Downloads
 

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences


 Ramon Trias Fargas 25-27
 Barcelona, 08005
 Spain
 (34-93) 542 27 50 (Phone)
 (34-93) 542 17 46 (Fax)
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Kohatsu-Higa, Arturo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,016		 Total
Citations
8
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bermin, Hans-Peter
Lund University, Department of Economics
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
29 Jul 00
544
(23,009) 		3
2.  
Weak Approximations. A Malliavin Calculus Approach | Show Abstract | Download |
Universitat Pompeu Fabra, Department of Economics Working Paper No. 358
Working Paper Series
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
16 Apr 99
123
(116,950) 		 
3.   Incl. Electronic Paper
Bermin, Hans-Peter
Lund University, Department of Economics
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Perelló, Josep
University of Barcelona - Department of Physics
Posted:
13 Dec 04
Last Revised:
27 Jul 07
108
(129,285) 		 
4.  
Additional Utility of Insiders with Imperfect Dynamical Information | Show Abstract | Download |
UPF Economics and Business Working Paper No. 675
Working Paper Series
Corcuera, José Manuel
University of Barcelona - Faculty of Mathematics
Imkeller, Peter
Humboldt University of Berlin - Department of Mathematics
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Nualart, David
University of Barcelona - Department of Statistics
Posted:
08 Sep 03
81
(156,703) 		 
5.  
A Bpe Model for the Burgers' Equation | Show Abstract | Download |
UPF Economics and Business Working Paper No. 717
Working Paper Series
Ogawa, Shigeyoshi
Ritsumeikan University, Dept of Math Sci
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
12 Jul 04
Last Revised:
14 Jun 09
53
(197,129) 		 
6.  
Asymptotic Behaviour of the Density in a Parabolic SPDE | Show Abstract | Download |
Universitat Pompeu Fabra, Department of Economics Working Paper No. 371
Working Paper Series
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Márquez Carreras, D.
University of Barcelona - Department of Statistics
Sanz Solé, M.
University of Barcelona - Department of Statistics
Posted:
18 Aug 99
45
(211,742) 		 
7.  
Local Vega Index and Variance Reduction Methods | Show Abstract | Download |
Mathematical Finance, Vol. 13, pp. 85-97, 2003
Accepted Paper Series
Bermin, Hans-Peter
Lund University, Department of Economics
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Montero, Miquel
University of Barcelona - Department de Física Fonamental
Posted:
20 Mar 03
30
(245,565) 		 
8.  
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options | Show Abstract | Download |
Mathematical Finance, Vol. 13, pp. 99-113, 2003
Accepted Paper Series
Bernis, Guillaume
Banque CPR - CAI-Fixed Income
Gobet, Emmanuel
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
24 Mar 03
21
(274,189) 		2
9.  
Utility Maximization in an Insider Influenced Market | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 153-179, January 2006
Accepted Paper Series
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sulem, Agnes
French National Institute for Research in Computer Science and Control (INRIA)
Posted:
21 Jun 06
11
(309,860) 		3
10.  
On Moments and Tail Behaviors of Storage Processes | Show Abstract |
UPF Economics and Business Working Paper No. 673
Working Paper Series
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Yamazato, Makoto
University of Ryukyus
Posted:
26 Sep 03
 
11.  
Variance Reduction Methods for Simulation of Densities on Wiener Space | Show Abstract |
UPF, Economics and Business Working Paper No. 597
Working Paper Series
Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Pettersson, Roger
Vaxjo University
Posted:
04 Oct 02
 

Records 1 - 11 of 11 matches
[ 1 ]

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 0.312 seconds