Remarks on the transformation of Ito's formula for jump-diffusion processes N Yoshida JSIAM Letters 7, 29-32, 2015 | 3 | 2015 |
Remarks on the optimal portfolio problem in discrete variables with multiple stochastic processes N Yoshida, N Ishimura International Journal of Modeling and Optimization 6 (2), 96, 2016 | 2 | 2016 |
Notes on a certain local time and excursions of simple symmetric random walks T Fujita, N Yoshida Proceedings of the Japan Academy, Series A, Mathematical Sciences 99 (7), 48-53, 2023 | 1 | 2023 |
On Calculating Method of the Kelly Criterion for Financial Investment in Single Risky Asset with Various Distributions of Returns N Yoshida International Journal of Modeling and Optimization 11 (2), 42, 2021 | 1 | 2021 |
Some martingale properties of the simple random walk and its maximum process T Fujita, S Yagishita, N Yoshida Statistics & Probability Letters, 110076, 2024 | | 2024 |
On further application of the zeta distribution to number theory T Fujita, N Yoshida Research in Number Theory 9 (4), 81, 2023 | | 2023 |
Appearance of similar triangles by certain operations on triangles H Naka, T Fujita, N Yoshida arXiv e-prints, arXiv: 2311.06317, 2023 | | 2023 |
An example showing that the sum of two normal random variables may not be normal T Fujita, N Yoshida International Journal of Mathematical Education in Science and Technology, 1-5, 2023 | | 2023 |
A micro-foundation of a simple financial model with finite-time singularity bubble and its agent-based simulation N Yoshida Economics and Business Letters 12 (4), 277-283, 2023 | | 2023 |
An introduction to excursion risk through discrete-time excursions T Fujita, N Yoshida JSIAM Letters 15, 97-100, 2023 | | 2023 |
A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging N Yoshida JSIAM Letters 11, 25-28, 2019 | | 2019 |
On an asymptotic viscosity solution property of solutions of discrete Hamilton–Jacobi–Bellman equations N Yoshida Computational and Applied Mathematics 37 (3), 3806-3812, 2018 | | 2018 |
On a measure of dependence for extreme value copulas N Ishimura, N Yoshida EcoMod2017, 2017 | | 2017 |
ON THE CONVERGENCE OF DISCRETE PROCESSES WITH MULTIPLE INDEPENDENT VARIABLES N ISHIMURA, N YOSHIDA The ANZIAM Journal 58, 379-385, 2017 | | 2017 |
Remarks on optimal strategies to utility maximizations in continuous time incomplete markets N Yoshida JSIAM Letters 9, 53-56, 2017 | | 2017 |