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スズキ リョウイチ
鈴木 良一
SUZUKI RYOICHI
所属
理工学部 数理科学科
職名
助教
論文
1.
2021/12
A Clark-Ocone type formula via Ito calculus and its application to finance │ Journal of Stochastic Analysis │ 2 (4),Article 5 (共著)
2.
2020/01
Correction to "Malliavin differentiability of indicator functions on canonical Lévy spaces" [Statist. Probab. Lett. 137 (2018) 183--190] │ Statistics and Probability Letters │ 156,108614 (単著)
3.
2018/06/01
Malliavin differentiability of indicator functions on canonical Lévy spaces │ Statistics and Probability Letters │ 137,183-190頁 (単著)
4.
2017/04
Local risk-minimization for Barndorff-Nielsen and Shephard models │ FINANCE AND STOCHASTICS │ 21 (2),551-592頁 (共著)
5.
2017
A Clark-Ocone type formula under change of measure for multidimensional Lévy processes, │ Communications on Stochastic Analysis │ 11 (1),21-42頁 (単著)
6.
2016/03/01
Numerical analysis on local risk-minimization for exponential lévy models │ International Journal of Theoretical and Applied Finance │ 19 (2),1650008 (共著)
7.
2015
Local risk-minimization for Lévy markets │ International Journal of Financial Engineering │ 2 (2),1550015 (共著)
8.
2013
A Clark-Ocone type formula under change of measure for Lévy Processes with $L^2$-Lévy measure │ Communications on Stochastic Analysis │ 7 (2),383-407頁 (単著)
9.
2012/06
SPECIAL VALUES OF SOME EXTENSIONS OF ZETA FUNCTION VIA BETA DISTRIBUTIONS │ INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS │ 15 (2),1250008 (共著)