Yoshio Miyahara

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All published works

Action	Title	Year	Authors
+	Evaluation of the Scale Risk (Financial Modeling and Analysis)	2014	Yoshio Miyahara
+	Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures	2009	Yoshio Miyahara Naruhiko Moriwaki
+ PDF Chat	Minimal fq-martingale measures for exponential Lévy processes	2007	Monique Jeanblanc Susanne Klöppel Yoshio Miyahara
+	Minimal Variance Martingale Measures for Geometric Lévy Processes	2007	Monique Jeanblanc S. Kloeppel Yoshio Miyahara
+	Minimal Variance Martingale Measures for Geometric Lévy Processes	2007	Monique Jeanblanc S. Kloeppel Yoshio Miyahara
+	[GLP & MEMM] Pricing Models and Related Problems	2006	Yoshio Miyahara
+	MINIMAL F Q -MARTINGALE MEASURES FOR	2006	L Exponential Monique Jeanblanc Yoshio Miyahara
+	None	1999	Yoshio Miyahara
+	Filtering equations for infinite dimensional non-linear filtering problems	1983	Yoshio Miyahara

Common Coauthors

Coauthor	Papers Together
Monique Jeanblanc	4
S. Kloeppel	2
Susanne Klöppel	1
L Exponential	1
Naruhiko Moriwaki	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Minimal entropy preserves the Lévy property: how and why	2004	Felix Esche Martin Schweizer	3
+	Convex statistical distances	1987	Friedrich Liese Igor Vajda	2
+ PDF Chat	On the minimal entropy martingale measure	2002	Peter Grandits Thorsten Rheinländer	2
+	On the minimal martingale measure and the möllmer-schweizer decomposition	1995	Martin Schweizer	2
+	Representation of Martingales with Jumps and Applications to Mathematical Finance	2019	Hiroshi Kunita	2
+	Stochastic evolution equations and white noise analysis	1982	孝夫宮原	1
+	None	1999	Yoshio Miyahara	1
+ PDF Chat	Sur l'int�grabilit� uniforme des martingales exponentielles	1978	Dominique Lépingle Jean M�min	1
+ PDF Chat	Deux applications de la décomposition de Galtchouk-Kunita-Watanabe	1996	Tahir Choulli Christophe Stricker	1
+ PDF Chat	On Square Integrable Martingales	1967	Hiroshi Kunita Shinzo Watanabe	1
+	Stochastic partial differential equations connected with non-linear filtering	1982	Hiroshi Kunita	1
+	Statistics of Random Processes	2021	Michael F. Insana	1