Ritsumeikan University Researcher Database
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> SUZUKI RYOICHI
（Last updated : 2024-11-05 12:46:36）
SUZUKI RYOICHI
Department / Course
College of Science and Engineering Department of Mathematical Sciences
Title / Position
Assistant Professor
Achievement
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Profile
Academic background
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Committee and society
Research activities
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Research summary(Photo/Image)
Present specialized field
research
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Academic conference presentation
Other research achievements
Works
Winning science prize
Grants-in-Aid for Scientific Research -KAKENHI-
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Achievements of joint.Funded research
Acquisition patent
Ritsumeikan Research Funding
teaching
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Home Page
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Department laboratory expense researcher number
researchmap Researcher code
External Researcher ID
Other Affiliations
1.
Graduate School of Science and Engineering
Research activities
1.
The Mathematical Society of Japan
2.
American Mathematical Society
Papers
1.
2024/10/04
An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method │ Asia-Pacific Financial Markets │ (Co-authored)
2.
2024/08/27
A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$-pure jump additive processes and its application to portfolio optimization │ Annals of Finance │ (Co-authored)
3.
2024/01/23
Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes │ Modern Stochastics: Theory and Applications │ 11 (3),pp.303-321 (Co-authored)
4.
2023/04
A modified Φ-Sobolev inequality for canonical Lévy processes and its applications │ Modern Stochastics: Theory and Applications │ 10 (2),pp.145-173 (Co-authored)
5.
2021/12
A Clark-Ocone type formula via Ito calculus and its application to finance │ Journal of Stochastic Analysis │ ,pp.Article 5 (Co-authored)
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Home Page
https://sites.google.com/site/ryoichisuzukifinance/
Department laboratory expense researcher number
60796374
researchmap Researcher code
B000308697
External Researcher ID
ORCID ID
0000-0001-9979-1882