フォロー
Naohiro Yoshida
Naohiro Yoshida
Keiai University
確認したメール アドレス: u-keiai.ac.jp - ホームページ
タイトル
引用先
引用先
Remarks on the transformation of Ito's formula for jump-diffusion processes
N Yoshida
JSIAM Letters 7, 29-32, 2015
32015
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
22016
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
12023
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
12021
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
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論文 1–15