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.

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document Social Sciences
text Social Sciences
Fluctuations Business & Economics
probability Social Sciences
inequality Social Sciences
process Social Sciences
Indifference Business & Economics
Duality Business & Economics

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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

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

Costs
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