Researcher Database

KOHATSU-HIGA Arturo

Department / Course College of Science and Engineering Department of Mathematical Sciences

Title / Position Professor

Books
1.	2019/07	Jump SDEs and the Study of Their Densities │ ,pp.1-346 (Co-authored)
2.	2011/04	Stochastic Analysis With Financial Applications　Hong Kong 2009 │ ,pp.438 (Co-authored)
3.	2011	Statistical Inference and Malliavin Calculus │ (Co-authored)
4.	2010	Computation of Greek and multidimensional density estimation for asset price models with time-changed Brownian Motion │ ,pp.1466-4313 (Co-authored)
5.	2010	Lower bounds for densities of Asian type stochastic differential equations │ ,pp.Issue 9, 1 3134-3164 (Co-authored)
6.	2010	Weak Kyle-Back equilibrium models for Max and ArgMax │ ,pp.vol. 1 179-211 (Co-authored)
7.	2009	A review of recent results on Malliavin Calculus and its applications │ ,pp.vol 8, 275-302 (Co-authored)