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ワーキングペーパーWorking Papers

ワーキングペーパー

  • "A General Control Variate Method for Lévy Models in Finance," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2019 (with Kenichiro Shiraya and Hiroki Uenishi), Download
  • "Approximation Method Using Black-Scholes Formula for Path-Dependent Option Pricing under Lévy Models," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2019 (with Kaimon Miyachi and Kenichiro Shiraya), Download
  • "The Pricing Kernel Equation," Social Science Research Network, 2019, Download
  • "When is the Transaction Cost Optimal?," Social Science Research Network, 2018 (with Daisuke Yoshikawa), Download
  • "Probability Weighting and Default Risk: A Possible Explanation for Distressed Stock 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

バナースペース

法政大学 経営学部 山嵜 輝 研究室

〒102-8160
東京都 千代田区 富士見 2-17-1
法政大学 市ヶ谷キャンパス