The minimal entropy martingale measures for geometric Lévy processes T Fujiwara, Y Miyahara
Finance and Stochastics 7, 509-531, 2003
265 2003 Minimal entropy martingale measures of jump type price processes in incomplete assets markets Y Miyahara
Asia-Pacific Financial Markets 6, 97-113, 1999
109 1999 Canonical martingale measures of incomplete assets markets Y Miyahara
Probability theory and mathematical statistics (Tokyo, 1995), 343-352, 1996
98 1996 Minimal M Jeanblanc, S Klöppel, Y Miyahara
The Annals of Applied Probability, 1615-1638, 2007
91 2007 [Geometric Lévy Process & MEMM] Pricing model and related estimation problems Y Miyahara
Asia-Pacific Financial Markets 8, 45-60, 2001
80 2001 Ultimate boundedness of the systems governed by stochastic differential equations Y Miyahara
Nagoya Mathematical Journal 47, 111-144, 1972
46 1972 Option pricing in incomplete markets: Modeling based on geometric Lévy processes and minimal entropy martingale measures Y Miyahara
World Scientific, 2012
39 2012 Geometric Lévy process pricing model Y Miyahara, AA Novikov
Труды Математического института имени ВА Стеклова 237 (0), 185-200, 2002
37 2002 A note on Esscher transformed martingale measures for geometric Levy processes Y Miyahara
Discussion Papers in Economics, Nagoya City University 379, 1-14, 2004
36 2004 Invariant measures of ultimately bounded stochastic processes Y Miyahara
Nagoya Mathematical Journal 49, 149-153, 1973
35 1973 Risk-sensitive value measure method for projects evaluation Y Miyahara
Journal of Real Options and Strategy 3 (2), 185-204, 2010
34 2010 Infinite dimensional Langevin equation and Fokker-Planck equation Y Miyahara
Nagoya Mathematical Journal 81, 177-223, 1981
27 1981 Evaluation of the Scale Risk (Financial Modeling and Analysis) Y Miyahara
数理解析研究所講究録 1886, 181-188, 2014
21 2014 Stochastic evolution equations and white noise analysis Y Miyahara
Department of Mathematics and Statistics, Carleton University, 1982
18 1982 Valuation of Hong Kong REIT based on risk sensitive value measure method L Ban, T Misawa, Y Miyahara
International Journal of Real Options and Strategy 4, 1-33, 2016
17 2016 Martingale measures for the geometric Lévy process models Y Miyahara
Discussion papers in Economics, Nagoya City University 431, 1-14, 2005
17 2005 Utility indifference pricing and the Aumann–Serrano performance index J Hodoshima, Y Miyahara
Journal of Mathematical Economics 86, 83-89, 2020
13 2020 Estimation of Lévy processes Y Miyahara
Discussion Papers in Economics, Nagoya City University, 1-36, 2002
13 2002 Comparison of utility indifference pricing and mean-variance approach under normal mixture J Hodoshima, T Misawa, Y Miyahara
Finance Research Letters 24, 221-229, 2018
11 2018 Minimal relative entropy martingale measures and their applications to option pricing theory Y Miyahara
Proceedings of JIC99, The 5-th JAFEE International Conference, 316-323, 1999
11 1999 