年 〜
年

検索結果 10 件

Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs

Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs
デジタル文書・図像類
TAKANO, Yuichi, GOTOH, Jun-yaUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2009-07
インターネットで読める全国の図書館
  • 著者標目TAKANO, Yuichi GOTOH, Jun-ya

Bounding European-type contingent claim prices via hedging strategy with coherent risk measure

Bounding European-type contingent claim prices via hedging strategy with coherent risk measure
デジタル文書・図像類
GOTOH, Jun-ya, 山本, 芳嗣, YAO, WeifengUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2009-07
インターネットで読める全国の図書館
  • 著者標目GOTOH, Jun-ya 山本, 芳嗣 YAO, Weifeng

Conditional Minimum Volume Ellipsoid with Application to Multiclass Discrimination

Conditional Minimum Volume Ellipsoid with Application to Multiclass Discrimination
デジタル文書・図像類
Gotoh, Jun-ya, Takeda, AkikoUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2006-09
インターネットで読める全国の図書館
  • 著者標目Gotoh, Jun-ya Takeda, Akiko

Numerical Evaluation of Dynamic Behavior of Ornstein-Uhlenbeck Processes Modified by Various Boundaries and Its Application to Pricing Barrier Options

Numerical Evaluation of Dynamic Behavior of Ornstein-Uhlenbeck Processes Modified by Various Boundaries and Its Application to Pricing Barrier Options
デジタル文書・図像類
Gotoh, Jun-ya, Hui, Jin, Sumita, UshioUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2006-06
インターネットで読める全国の図書館
  • 著者標目Gotoh, Jun-ya Hui, Jin Sumita, Ushio

Conditional Minimum Volume Ellipsoid with Applications to Subset Selection for MVE Estimator and Multiclass Discrimination

Conditional Minimum Volume Ellipsoid with Applications to Subset Selection for MVE Estimator and Multiclass Discrimination
デジタル文書・図像類
後藤, 順哉, Takeda, AkikoUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2006-01
インターネットで読める全国の図書館

A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions

A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions
デジタル文書・図像類
Jin, Hui, 後藤, 順哉, 住田, 潮University of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2005-12
インターネットで読める全国の図書館

The downside risk-averse news-vendor minimizing conditional value-at-risk

The downside risk-averse news-vendor minimizing conditional value-at-risk
デジタル文書・図像類
後藤, 順哉, Takano, YuichiUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2005-04
インターネットで読める全国の図書館

On evaluation of dynamic behavior of modified Ornstein-Uhlenbeck processes with various boundaries

On evaluation of dynamic behavior of modified Ornstein-Uhlenbeck processes with various boundaries
デジタル文書・図像類
後藤, 順哉, 住田, 潮, Jin, HuiUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2005-06
インターネットで読める全国の図書館

Global optimization method for solving the minimum maximal flow problem

Global optimization method for solving the minimum maximal flow problem
デジタル文書・図像類
Gotoh, Jun-ya, Thoai, Nguyen V. 1949-, 山本, 芳嗣2001
インターネットで読める全国の図書館
  • 著者標目Gotoh, Jun-ya Thoai, Nguyen V. 1949- 山本, 芳嗣

Global optimization method for solving the minimum maximal flow problem

Global optimization method for solving the minimum maximal flow problem
紙図書
by Jun-ya Gotoh, Nguyen Van Thoai, and Yoshitsugu YamamotoUniversity of Tsukuba2001
全国の図書館
  • 著者標目Gotoh, Jun-ya Thoai, Nguyen V. 山本, 芳嗣

検索結果は以上です。