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Browsing by Author Shiraya, Kenichiro
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) | | Oct-2007 | 3 ファクター・モデルによる長期商品先物・先渡し契約の評価とヘッジ | 白谷, 健一郎; 高橋, 明彦; 福西, 洋介; Shiraya, Kenichiro; Takahashi, Akihiko; Fukunishi, Yosuke |
| Mar-2010 | On Pricing Barrier Options with Discrete Monitoring | Shiraya, Kenichiro; Takahashi, Akihiko; Yamada, Toshihiro |
| Apr-2009 | Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model | Shiraya, Kenichiro; Takahashi, Akihiko |
| Nov-2007 | Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model | Shiraya, Kenichiro; Takahashi, Akihiko |
| Jul-2010 | Pricing Average Options on Commodities | Shiraya, Kenichiro; Takahashi, Akihiko; 白谷, 健一郎; 高橋, 明彦 |
| May-2010 | Pricing Barrier and Average Options under Stochastic Volatility Environment | Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi; 高橋, 明彦 |
| Mar-2012 | Pricing Multi-Asset Cross Currency Options | Shiraya, Kenichiro; Takahashi, Akihiko |
| Apr-2010 | Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models | Shiraya, Kenichiro; Takahashi, Akihiko; Yamazaki, Akira; 白谷, 健一郎; 高橋, 明彦 |
| Jan-2009 | 確率ボラティリティ・モデルの下での平均オプションのプライシングについて | 白谷, 健一郎; 高橋, 明彦; 戸田, 真史; Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi |
Showing results 1 to 9 of 9
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