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Evaluation of Cumulative Random Shocks Generated from a Semi-Markov Modulated Poisson Process and Its Application to CDO Pricing

Evaluation of Cumulative Random Shocks Generated from a Semi-Markov Modulated Poisson Process and Its Application to CDO Pricing
Digital文書・図像類
HUANG, Jia-Ping, 住田, 潮University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2011-07
Available onlineOther Libraries in Japan
  • Author HeadingHUANG, Jia-Ping 住田, 潮

Dynamic Analysis of a Multivariate Reward Process Defined on the UMCP with Application to Optimal Preventive Maintenance Policy Problems in Manufacturing

Dynamic Analysis of a Multivariate Reward Process Defined on the UMCP with Application to Optimal Preventive Maintenance Policy Problems in Manufacturing
Digital文書・図像類
HUANG, Jia-Ping, 住田, 潮University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2011-06
Available onlineOther Libraries in Japan
  • Author HeadingHUANG, Jia-Ping 住田, 潮

Development of Computational Algorithms for Pricing European Bond Options under the Influence of Macro-economic Conditions

Development of Computational Algorithms for Pricing European Bond Options under the Influence of Macro-economic Conditions
Digital文書・図像類
HUANG, Jia-Ping, Sumita, UshioUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2010-02
Available onlineOther Libraries in Japan
  • Author HeadingHUANG, Jia-Ping Sumita, Ushio

Development of Algorithms for Estimating Apartment Rents in Metropolitan Area Based on a Combined Micro-Macro Approach

Development of Algorithms for Estimating Apartment Rents in Metropolitan Area Based on a Combined Micro-Macro Approach
Digital文書・図像類
HUANG, Jia-Ping, 住田, 潮, TERAKADO, Ryo, YANAGAWA, Takenori, YOSHII, JunUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2011-03
Available onlineOther Libraries in Japan
  • Author HeadingHUANG, Jia-Ping 住田, 潮 TERAKADO, Ryo YANAGAWA,...

Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior

Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior
Digital文書・図像類
SUMITA, Ushio, HUANG, Jia-PingUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2008-05
Available onlineOther Libraries in Japan
  • Author HeadingSUMITA, Ushio HUANG, Jia-Ping

Analysis of a Multivariate Counting Process Generated from an Age-dependent Non-homogeneous Poisson Process Defined on a Finite Semi-Markov Process

Analysis of a Multivariate Counting Process Generated from an Age-dependent Non-homogeneous Poisson Process Defined on a Finite Semi-Markov Process
Digital文書・図像類
SUMITA, Ushio, HUANG, Jia-PingUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2008-02
Available onlineOther Libraries in Japan
  • Author HeadingSUMITA, Ushio HUANG, Jia-Ping

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