池田 昌幸

研究成果

年別の研究成果 1992 1992 2010 2010

• 2 Article

年別の研究成果

年別の研究成果

検索結果

• 2010

  Equilibrium preference free pricing of derivatives under the generalized beta distributions

  Ikeda, M., 2010, In: Review of Derivatives Research. 13, 3, p. 297-332 36 p.

  研究成果: Article › 査読

  • Beta Distribution 100%
  • Derivatives 65%
  • Pricing Kernel 49%
  • Pricing 47%
  • Risk-neutral Valuation 26%
• 1992

  Pricing Options With Curved Boundaries

  Kunitomo, N. & Ikeda, M., 1992, In: Mathematical Finance. 2, 4, p. 275-298 24 p.

  研究成果: Article › 査読

  • corporate securities 100%
  • sequential analysis 85%
  • Curved Boundary 84%
  • Brownian movement 77%
  • Option Pricing 72%
  176 被引用数 (Scopus)