Yumiharu Nakano

Available identifiers

zbMath Open nakano.yumiharuMaRDI QIDQ254586

List of research outcomes

Publication	Date of Publication	Type
A kernel-based method for Schr\"odinger bridges	2023-10-22	Paper
Inverse stochastic optimal controls	2023-02-03	Paper
Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization	2022-07-07	Paper
Inverse stochastic optimal controls	2020-05-23	Paper
Kernel-based collocation methods for Zakai equations	2020-03-06	Paper
Correction to: ``Kernel-based collocation methods for Zakai equations	2020-03-06	Paper
Convergent kernel-based methods for parabolic equations	2018-03-26	Paper
Convergence of meshfree collocation methods for fully nonlinear parabolic equations	2017-07-25	Paper
On quadratic approximations for Hamilton-Jacobi-Bellman equations	2016-03-08	Paper
Quasi-Monte Carlo methods for Choquet integrals	2015-06-02	Paper
An approximation scheme for stochastic controls in continuous time	2015-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q2866016	2013-12-12	Paper
Partial hedging for defaultable claims	2011-05-18	Paper
Dynamic risk diversification and insurance premium principles	2009-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q5430708	2007-12-16	Paper
Optimal intertemporal risk allocation applied to insurance pricing	2007-11-07	Paper
Binary market models with memory	2007-03-15	Paper
Optimal long-term investment model with memory	2007-03-12	Paper
Mean-risk optimization for index tracking	2007-01-30	Paper
Linear filtering of systems with memory and application to finance	2006-08-28	Paper
Minimization of shortfall risk in a jump-diffusion model	2005-10-10	Paper
Efficient hedging with coherent risk measure	2004-08-06	Paper
Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints	2004-03-21	Paper
"Weak approximation of Schr\""odinger-F\""ollmer diffusion"	0001-01-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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