Koichi Matsumoto

发表

Portfolio Insurance with Liquidity Risk

Koichi Matsumoto, Koichi Matsumoto, 2007 .

Tail VaR Measures in a Multi-period Setting

Koichi Matsumoto, Yuta Katsuki, 2014 .

Optimal portfolio of low liquid assets with a log-utility function

Koichi Matsumoto, Koichi Matsumoto, 2006, Finance Stochastics.

Mean-Variance Hedging with Uncertain Trade Execution

Koichi Matsumoto, 2009 .

Optimal growth rate in random trade time

Koichi Matsumoto, 2009 .

Optimal Growth Rate with Liquidity Risk

Koichi Matsumoto, Hakozaki Higashi-ku, 2005 .

Option Replication in Discrete Time with Illiquidity

Koichi Matsumoto, 2013 .

Pricing interest rate derivatives with model risk

Koichi Matsumoto, Satoshi Hosokawa, 2015 .

Particle Swarm Optimization Combining Diversification and Intensification for Nonlinear Integer Programming Problems

M. Sakawa, Kosuke Kato, Takeshi Matsui, 2008 .

Combination Therapy of Intravenous Maxacalcitol and Percutaneous Ethanol Injection Therapy Lowers Serum Parathyroid Hormone Level and Calcium × Phosphorus Product in Secondary Hyperparathyroidism

T. Fujita, T. Fujita, M. Matsushita, 2005, Nephron Clinical Practice.

Simple improvement method for upper bound of American option

Koichi Matsumoto, Mika Fujii, Koichi Matsumoto, 2011 .

Contents Vol. 21, 2001

S. Saccaro, Jeroen P. Kooman, Boris Rogachev, 2001, American Journal of Nephrology.

Optimal portfolio of the low liquid asset with the power utility function

Koichi Matsumoto, 2002 .

Optimal Portfolio of the Low Liquid Asset with the Log-utility Function Optimal Portfolio of the Low Liquid Asset with the Log-utility Function

Koichi Matsumoto, 2002 .