Fingerprint Fingerprint is based on mining the text of the persons scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

process Social Sciences
model Social Sciences
risk Social Sciences
Fluctuations Business & Economics
probability Social Sciences
inequality Social Sciences
price Social Sciences
diffusion Social Sciences

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Research Output 2001 2016

  • 55 Citations
  • 3 h-Index
  • 14 Article

Numerical analysis on local risk-minimization for exponential lévy models

Arai, T., Imai, Y. & Suzuki, R. 2016 Mar 1 In : International Journal of Theoretical and Applied Finance. 19, 2, 1650008

Research output: Contribution to journalArticle

Numerical analysis
Hedging

Convex risk measures for càdlàg processes on Orlicz hearts

Arai, T. 2014 In : SIAM Journal on Financial Mathematics. 5, 1, p. 609-625 17 p.

Research output: Contribution to journalArticle

Hedging
Costs
1 Citations

Convex risk measures for good deal bounds

Arai, T. & Fukasawa, M. 2014 In : Mathematical Finance. 24, 3, p. 464-484 21 p.

Research output: Contribution to journalArticle

risk
pricing
relevance
price
market
7 Citations

Good deal bounds induced by shortfall risk

Arai, T. 2011 In : SIAM Journal on Financial Mathematics. 2, 1, p. 1-21 21 p.

Research output: Contribution to journalArticle

Financial markets
2 Citations

Convex risk measures on Orlicz spaces: Inf-convolution and shortfall

Arai, T. 2009 Jun In : Mathematics and Financial Economics. 3, 2, p. 73-88 16 p.

Research output: Contribution to journalArticle

Compactness