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• "Recovering subjective probability distributions," Journal of Futures Markets, Vol.42, No.7, pp.1234-1263, 2022
• ｢取引コストを伴う最適消費・投資問題の進展について｣, 『イノベーション・マネジメント』, No.18, pp.141-159, 2021（吉川大介氏との共著）
• "A general control variate method for Lévy models in finance," European Journal of Operational Research, Vo.284, No.3, pp.1190-1200, 2020 (with Kenichiro Shiraya and Hiroki Uenishi)
• "Probability weighting and default risk: A possible explanation for distressed stock puzzles," Quantitative Finance, Vol.20, No.5, pp.745-767, 2020
• ｢ブラック・ショールズ・モデルの拡張と確率的時間変更｣, 『経営志林』, 第56巻, 第2号, pp.33-47, 2019
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• "Pricing swaptions under the LIBOR market model of interest rates with local-stochastic volatility models," Wilmott, September, pp.48-63, 2012 (with Kenichiro Shiraya and Akihiko Takahashi)

• "An extension of CreditGrades model approach with Lévy processes," Quantitative Finance, Vol.11, No.12, pp.1825-1836, 2011 (with Takaaki Ozeki, Yuji Umezawa, and Daisuke Yoshikawa)

• "Hedging European derivatives with the polynomial variance swap under uncertain volatility environments", International Journal of Theoretical and Applied Finance, Vol.14, No.4, pp.485-505, 2011 (with Akihiko Takahashi and Yukihiro Tsuzuki)

• "Static hedging of defaultable contingent claims: A simple hedging scheme across equity and credit markets," International Journal of Theoretical and Applied Finance, Vol.14, No.2, pp.239-264, 2011 (with Shuichi Ohsaki)

• "A note on the Black-Scholes implied volatility with default risk," Wilmott Journal, Vol.2, No.3, pp.155-170, 2010 (with Shuichi Ohsaki, Takaaki Ozeki, and Yuji Umezawa)

• "Valuation of residential mortgage-backed securities with proportional hazard model: Cumulant expansion approach to pricing RMBS," Journal of Fixed Income, Vol.18, No.4, pp.62-77, 2009 (with Takaaki Ozeki, Yuji Umezawa, and Daisuke Yoshikawa)

• "A new scheme for static hedging of European derivatives under stochastic volatility models," Journal of Futures Markets, Vol.29, No.5, pp.397-413, 2009 (with Akihiko Takahashi)

• "Efficient static replication of European options under exponential Lévy models," Journal of Futures Markets, Vol.29, No.1, pp.1-15, 2009 (with Akihiko Takahashi)

• ｢住宅ローン債権担保証券のプライシング手法について：期限前償還リスクを持つ金融商品の価格の算出｣, 『金融研究』, 第25巻, 第2号, pp.57-113, 2005

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• "New interpretation of the core of simple games in terms of voters' permission," Applied Mathematics and Computation, Vol.108, pp.226-127, 2000 (with Takehiro Inohara and Bunpei Nakano)

• 「投票者の許容範囲とシンプル・ゲームのコアの関係について」, Journal of the Operations Research Society of Japan, Vol.42, No.3, pp.286-300, 1999 （猪原健弘, 中野文平との共著）