"When is the Transaction Cost Optimal?," Social Science Research Network, 2018 (with Daisuke Yoshikawa), Download
"Probability Weighting and Default Risk: A Solution for Asset Pricing
Puzzles," Social Science Research Network, 2018, Download
"Pricing Currency Options with a Market Model of Interest Rates under
Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates,"
University of Tokyo, CARF, F-082, 2006 (with Akihiko Takahashi and Kohta Takehara), Download