이전페이지 이동
   Kazuhiro Yasuda (Kazuhiro Yasuda)
    Hosei Univerisity
Total: 6
  • Volatility estimations under the financial crisis in the Japanese market and testing for jumps (Aoki, K.; Barada, Y.; Tamura, M.) Inst. Syst. Control Inform. Engrs. (ISCIE) (2011), Pages 112-120 

  • Testing for jumps in Japanese stock market under the financial crisis through high-frequency data (Barada, Y.; Kubo, Y.) Inst. Syst. Control Inform. Engrs. (ISCIE) (2011), Pages 102-111 

  • Simulation on multidimensional density functions through the Malliavin-Thalmaier formula and its application to finance (Kohatsu-Higa, Arturo) Inst. Syst. Control Inform. Engrs. (ISCIE) (2009), Pages 342-347 

  • A review of some recent results on Malliavin calculus and its applications (Kohatsu-Higa, Arturo) Radon Ser. Comput. Appl. Math. (2009), Vol 8Pages 275-301 

  • Estimating multidimensional density functions using the Malliavin-Thalmaier formula (Kohatsu-Higa, A.) SIAM J. Numer. Anal. (2009), Vol 47Pages 1546-1575 

  • Estimating multidimensional density functions for random variables in Wiener space (Kohatsu-Higa, A.) C. R. Math. Acad. Sci. Paris (2008), Vol 346Pages 335-338 

 
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