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 4 9 10
Acceptable Bilateral Gamma Parameters 0 0 1 5 0 1 7 10
Extreme Measures in Continuous Time Conic Finace 0 0 0 13 0 0 5 27
Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties 0 0 0 7 0 4 6 44
Optimal positioning in derivative securities in incomplete markets 0 0 0 6 1 4 6 12
Total Working Papers 0 0 1 32 1 13 33 103


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 0 0 4 5
Optimal derivative liquidation timing under path-dependent risk penalties 0 0 0 5 2 8 14 40
Total Journal Articles 0 0 1 7 2 8 18 45


Statistics updated 2026-06-04