Author: Ishimura, Naoyuki
-
Ishimura, Naoyuki; Mita, Yuji:
A note on the optimal portfolio problem in discrete processes.
(English).
Kybernetika,
vol. 45
(2009),
issue 4,
pp. 681-688
-
Imai, Hitoshi; Ishimura, Naoyuki; Sakaguchi, Hideo:
Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs.
(English).
Kybernetika,
vol. 43
(2007),
issue 6,
pp. 807-815
Partner of