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 4 5 6
Acceptable Bilateral Gamma Parameters 1 1 1 5 2 6 6 9
Extreme Measures in Continuous Time Conic Finace 0 0 0 13 0 4 5 27
Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties 0 0 0 7 0 2 2 40
Optimal positioning in derivative securities in incomplete markets 0 0 1 6 0 1 3 8
Total Working Papers 1 1 2 32 3 17 21 90


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 1 2 1 3 4 5
Optimal derivative liquidation timing under path-dependent risk penalties 0 0 0 5 2 4 8 32
Total Journal Articles 0 0 1 7 3 7 12 37


Statistics updated 2026-03-04