Yumiharu Nakano

发表

An approximation scheme for optimal stochastic control problems (Financial Modeling and Analysis)

Yumiharu Nakano, 2012 .

On quadratic approximations for Hamilton-Jacobi-Bellman equations

Yumiharu Nakano, Yumiharu Nakano, 2016, Autom..

Kernel-based collocation methods for Zakai equations

Yumiharu Nakano, 2017 .

Convergence of meshfree collocation methods for fully nonlinear parabolic equations

Yumiharu Nakano, Yumiharu Nakano, 2014, Numerische Mathematik.

Convergent collocation methods for parabolic equations

Yumiharu Nakano, Yumiharu Nakano, 2018 .

Quasi-Monte Carlo methods for Choquet integrals

Yumiharu Nakano, 2015, J. Comput. Appl. Math..

Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization

Yuki Kinoshita, Yumiharu Nakano, 2018 .

Minimizing coherent risk measures of shortfall in discrete time models with short-selling constraints

Yumiharu Nakano, 中野張, 2002 .

A Liability Tracking Approach to Long Term Management of Pension Funds

Takashi Yamashita, Yumiharu Nakano, Masashi Ieda, 2013 .

Linear filtering of systems with memory

Akihiko Inoue, Yumiharu Nakano, Vo Van Anh, 2004 .

Minimization of shortfall risk in a jump-diffusion model

Yumiharu Nakano, Yumiharu Nakano, 2002 .

A Liability Tracking Portfolio for Pension Fund Management

Yumiharu Nakano, Masashi Ieda, Takashi Yamashita, 2015 .

Efficient hedging with coherent risk measure

Yumiharu Nakano, 2001 .

Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints

Yumiharu Nakano, Yumiharu Nakano, 2002 .