Access Statistics for Yoshihiro Shirai
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 |
| Acceptable Bilateral Gamma Parameters | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 3 |
| Extreme Measures in Continuous Time Conic Finace | 0 | 0 | 1 | 13 | 0 | 0 | 8 | 22 |
| Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties | 0 | 0 | 1 | 7 | 0 | 0 | 1 | 38 |
| Optimal positioning in derivative securities in incomplete markets | 0 | 1 | 1 | 6 | 0 | 1 | 1 | 6 |
| Total Working Papers | 0 | 1 | 3 | 31 | 0 | 1 | 10 | 70 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS | 0 | 1 | 2 | 2 | 0 | 1 | 2 | 2 |
| Optimal derivative liquidation timing under path-dependent risk penalties | 0 | 0 | 0 | 5 | 0 | 1 | 3 | 26 |
| Total Journal Articles | 0 | 1 | 2 | 7 | 0 | 2 | 5 | 28 |
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