Hiroshi Shirakawa

University of Tsukuba — Japan

Economics, Econometrics and Finance · Social Sciences

11h-index781citations19works0.02yr avg
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Research Topics

Stochastic processes and financial applications(13), Financial Markets and Investment Strategies(5), Advanced Queuing Theory Analysis(5), Risk and Portfolio Optimization(4), Economic theories and models(4)

Publications19 total

55μA GexTe1-x/Sb2Te3超格子トポロジカルスイッチングランダムアクセスメモリ(TRAM)とGe-Te及びSb-Te構造における原子配列の研究
International Electron Devices Meeting·2014
Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model
Asia-Pacific Financial Markets·2002· 44 cited
An Interest Rate Model with Upper and Lower Bounds
Asia-Pacific Financial Markets·2002· 72 cited
No Arbitrage Condition for Positive Diffusion Price Processes
Asia-Pacific Financial Markets·2002· 70 cited
A Note on Option Pricing for the Constant Elasticity of Variance Model
Asia-Pacific Financial Markets·2002· 51 cited
The Optimal Log-Utility Asset Management under Incomplete Information
Asia-Pacific Financial Markets·2000· 4 cited
Evaluation of the Asian Option by the Dual Martingale Measure
Asia-Pacific Financial Markets·1999· 3 cited
Evaluation of yield spread for credit risk
Advances in mathematical economics·1999· 2 cited
A note on the no arbitrage condition for international financial markets
Asia-Pacific Financial Markets·1996· 11 cited
EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN‐VARIANCE CAPITAL MARKET
Mathematical Finance·1995· 26 cited
Equilibrium relations in a capital asset market: A mean absolute deviation approach
Asia-Pacific Financial Markets·1994· 28 cited
OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS
Mathematical Finance·1994· 15 cited
Optimal consumption and arbitrage in incomplete, finite state security markets
Annals of Operations Research·1993· 5 cited
A mean-absolute deviation-skewness portfolio optimization model
Annals of Operations Research·1993· 253 cited
Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
Mathematical Finance·1991· 174 cited
Stochastic Minimization of the Makespan in Flow Shops with Identical Machines and Buffers of Arbitrary Size
Operations Research·1990· 12 cited
Evaluation of regular splitting queues
Communications in Statistics Stochastic Models·1989· 5 cited
OPTIMAL SPLITTING OF RENEWAL INPUT PROCESS TO A QUEUEING SYSTEM AND ITS APPLICATION TO A NETWORK
Journal of the Operations Research Society of Japan·1988Open Access
Further properties of extremal sequences in queues
Communications in Statistics Stochastic Models·1988· 6 cited

Frequent Co-authors

Freddy Delbaen(4), Hiroshi Konno(3), Masaaki Kijima(3), Masao Mori(3), Hiroaki Yamazaki(1), Naoki Makimoto(1), Hiromichi Kassai(1), Hiroshi Ishijima(1), N Takaura(1), Takasumi Ohyanagi(1), M. Tai(1), M. Kinoshita(1), Kei Akita(1), T Morikawa(1), M Araidai(1), K Shiraishi(1), Y Saito(1), Junji Tominaga(1)