E-LIB Suche - Ergebnisse für: Ishitani, Kensuke

1

Sampling Brownian house-moving:

Ishitani, Kensuke
JSIAM Letters. 14 (2022) 0 - p. 131-134 , 2022

Link: https://doi.org/10.14495..

2

Computation of first-order Greeks for barrier options using..:

Ishitani, Kensuke
JSIAM Letters. 9 (2017) 0 - p. 13-16 , 2017

Link: https://doi.org/10.14495..

3

Optimal execution for uncertain market impact

, In: Recent advances in financial engineering 2012 / editors Akihiko Takahashi, The University of Tokyo, Japan, Yukio Muromachi, Tokyo Metropolitan University, Japan, Takashi Shibata, Tokyo Metropolitan University, Japan

derivation and characterization of a continuous-time value ...

Ishitani, Kensuke. (2014) - p. 93-116

Copies: BB WiWi: 11a swl 189/648

4

A fast wavelet expansion technique for evaluation of portfo..:

Ishitani, Kensuke
Japan Journal of Industrial and Applied Mathematics. 31 (2013) 1 - p. 1-24 , 2013

Link: https://doi.org/10.1007/..

5

An Analytical Evaluation Method of the Operational Risk Usi..:

Ishitani, Kensuke ; Sato, Kenichi
Asia-Pacific Financial Markets. 20 (2013) 3 - p. 283-309 , 2013

Link: https://doi.org/10.1007/..

6

A fast wavelet expansion technique for Vasicek multi-factor..:

Ishitani, Kensuke
JSIAM Letters. 4 (2012) 0 - p. 13-16 , 2012

Link: https://doi.org/10.14495..

7

Integration by Parts Formulae for Wiener Measures on a Path..:

Funaki, Tadahisa ; Ishitani, Kensuke
Probability Theory and Related Fields. 137 (2006) 3-4 - p. 289-321 , 2006

Link: https://doi.org/10.1007/..

8

On the weak convergence of conditioned Bessel bridges:

Ishitani, Kensuke ; Rin, Tokufuku ; Yanashima, Shun
http://arxiv.org/abs/2201.11328. , 2022

Link: http://arxiv.org/abs/220..

9

Construction and sample path properties of Brownian house-m..:

Ishitani, Kensuke ; Hatakenaka, Daisuke ; Suzuki, Keisuke
http://arxiv.org/abs/2006.02726. , 2020

Link: http://arxiv.org/abs/200..

10

Computation of first-order Greeks for barrier options using..:

Ishitani, Kensuke
http://arxiv.org/abs/1611.05194. , 2016

Link: http://arxiv.org/abs/161..

11

Theoretical and Numerical Analysis of an Optimal Execution ..:

Ishitani, Kensuke ; Kato, Takashi
http://arxiv.org/abs/1506.02789. , 2015

Link: http://arxiv.org/abs/150..

12

Effects of randomization on asymptotic periodicity of nonsi..:

Ishitani, Hiroshi ; Ishitani, Kensuke
http://arxiv.org/abs/1409.3649. , 2014

Link: http://arxiv.org/abs/140..

13

Mathematical Formulation of an Optimal Execution Problem wi..:

Ishitani, Kensuke ; Kato, Takashi
http://arxiv.org/abs/1301.6485. , 2013

Link: http://arxiv.org/abs/130..

14

Effect of phononic and electron collisional interaction on ..:

Chizaki, Masaya ; Oki, Kensuke ; Ishitani, Yoshihiro
Journal of Luminescence. 243 (2022) - p. 118603 , 2022

Link: https://doi.org/10.1016/..

15

Origin of temperature dependence of exciton radiative lifet..:

Chizaki, Masaya ; Oki, Kensuke ; Ishitani, Yoshihiro
Materials Science in Semiconductor Processing. 148 (2022) - p. 106794 , 2022

Link: https://doi.org/10.1016/..