Masashi Ieda

An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities

Masashi Ieda, Masashi Ieda, 2013, Appl. Math. Comput..

Active Portfolio Management with Conditioning Information

Hiroshi Sasaki, Naoki Fujino, Masashi Ieda, 2019, The Journal of Investing.

A Liability Tracking Approach to Long Term Management of Pension Funds

Takashi Yamashita, Yumiharu Nakano, Masashi Ieda, 2013 .

Optimal execution problem: a combined stochastic optimal control approach

Masashi Ieda, 2014 .

A Liability Tracking Portfolio for Pension Fund Management

Yumiharu Nakano, Masashi Ieda, Takashi Yamashita, 2015 .

Modeling asset price processes based on mean-field framework.

Masatoshi Shiino, Masashi Ieda, M. Shiino, 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.