Takashi Kato

发表

An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options

Akihiko Takahashi, Takashi Kato, Toshihiro Yamada, 2012 .

An Optimal Execution Problem with Market Impact

Takashi Kato, 2013 .

A Semi-Group Expansion for Pricing Barrier Options

Akihiko Takahashi, Takashi Kato, Toshihiro Yamada, 2012, 1202.3002.

Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level

Takashi Kato, 2017, 1711.07335.

Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

Takashi Kato, 2017 .

Theoretical Sensitivity Analysis for Quantitative Operational Risk Management

Takashi Kato, 2011, 1104.0359.

StrongLp-solutions of the Navier-Stokes equation inRm, with applications to weak solutions

Takashi Kato, Tosio Kato, Takashi Kato, 1984 .

Effects of estimation length on parameter estimates of geometric Brownian motion for log price dynamics

A. Yoshimoto, Takashi Kato, 2004, Journal of Forest Research.

When Market Impact Causes Gradual Liquidation? : From the Theoretical View of Mathematical Finance (Financial Modeling and Analysis)

Takashi Kato, 2010 .

Theoretical and Numerical Analysis of an Optimal Execution Problem with Uncertain Market Impact

Kensuke Ishitani, Takashi Kato, 2015, 1506.02789.

Order estimates for the exact Lugannani–Rice expansion

Takashi Kato, J. Sekine, K. Yoshikawa, 2014, Japan Journal of Industrial and Applied Mathematics.

Stock Price Fluctuations in an Agent-Based Model with Market Liquidity

Takashi Kato, 2012, 1301.6468.

Role of Brachytherapy Boost in Clinically Localized Intermediate and High-Risk Prostate Cancer: Lack of Benefit in Patients with Very High-Risk Factors T3b–4 and/or Gleason 9–10

T. Shiraishi, K. Okihara, Kei Yamada, 2022, Cancers.

An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price Under Stochastic Volatility Model

Akihiko Takahashi, Takashi Kato, T. Yamada, 2012, JSIAM Lett..

An optimal execution problem with market impact

Takashi Kato, 2014, Finance and Stochastics.

Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact

Kensuke Ishitani, Takashi Kato, 2013, 1301.6485.

VWAP Execution as an Optimal Strategy

Takashi Kato, Takashi Kato, 2014, JSIAM Lett..

A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information

Takashi Kato, J. Sekine, Hiromitsu Yamamoto, 2014, 1406.4275.

Order estimates for the exact Lugannani–Rice expansion

Takashi Kato, J. Sekine, K. Yoshikawa, 2013, 1310.3347.

An optimal execution problem with market impact

Takashi Kato, Takashi Kato, 2009, Finance Stochastics.