The following pages link to Hideyuki Takada (Q202515):
Displaying 7 items.
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829) (← links)
- Pricing collateralized debt obligations with Markov-modulated Poisson processes (Q2866389) (← links)
- Real-time reactions in supervisory control according to data freshness (Q5943274) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
- The Black–Scholes equation in the presence of arbitrage (Q6158381) (← links)
