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 1 2 10 12
Acceptable Bilateral Gamma Parameters 0 0 1 5 1 1 8 11
Extreme Measures in Continuous Time Conic Finace 0 0 0 13 1 1 6 28
Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties 0 0 0 7 0 0 6 44
Optimal positioning in derivative securities in incomplete markets 0 0 0 6 2 2 8 14
Total Working Papers 0 0 1 32 5 6 38 109


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 0 0 2 1 1 4 6
Optimal derivative liquidation timing under path-dependent risk penalties 0 0 0 5 1 3 17 43
Total Journal Articles 0 0 0 7 2 4 21 49


Statistics updated 2026-09-10