| Local risk-minimization for Lévy markets T Arai, R Suzuki International Journal of Financial Engineering 2 (02), 1550015, 2015 | 32 | 2015 |
| A Clark-Ocone type formula under change of measure for Lévy processes with L^ 2-Lévy measure R Suzuki Communications on Stochastic Analysis 7 (3), 3, 2013 | 18 | 2013 |
| Numerical analysis on local risk-minimization for exponential Lévy models T Arai, Y Imai, R Suzuki International Journal of Theoretical and Applied Finance 19 (02), 1650008, 2016 | 17 | 2016 |
| Local risk-minimization for Barndorff-Nielsen and Shephard models RS Takuji Arai, Yuto Imai Finance and Stochastics 21 (2), 551-592, 2017 | 16 | 2017 |
| A Clark-Ocone type formula under change of measure for canonical Lévy processes R Suzuki Keio Univ., Department of Mathematics, 2014 | 9 | 2014 |
| Malliavin differentiability of indicator functions on canonical Lévy spaces R Suzuki Statistics & Probability Letters 137, 183-190, 2018 | 3 | 2018 |
| A Girsanov transformed Clark-Ocone-Haussmann type formula for -pure jump additive processes and its application to portfolio optimization M Handa, N Sakuma, R Suzuki Annals of Finance 20 (3), 329-352, 2024 | 1 | 2024 |
| A Clark-Ocone type formula via Ito calculus and its application to finance T Arai, R Suzuki Journal of Stochastic Analysis 2 (4), Article 5, 2021 | 1 | 2021 |
| Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces”[Statist. Probab. Lett. 137 (2018) 183–190] R Suzuki Statistics & Probability Letters 156, 108614, 2020 | 1 | 2020 |
| A Clark-Ocone type formula under change of measure for multidimensional Lévy processes R Suzuki Communications on Stochastic Analysis 11 (01), 21--42, 2017 | 1 | 2017 |
| An empirical analysis of spot and forward interest rates in seven European countries via principal component analysis and the Malliavin-Mancino method RS Nien-Lin Liu Asia-Pacific Financial Markets, 2024 | | 2024 |
| Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes T Nakagawa, R Suzuki Modern Stochastics: Theory and Applications 11 (3), 303–321, 2024 | | 2024 |
| A modified Φ-Sobolev inequality for canonical Lévy processes and its applications N Sakuma, R Suzuki Modern Stochastics: Theory and Applications 10 (2), 145-173, 2023 | | 2023 |
| Malliavin differentiability of indicator functions on canonical Levy spaces (vol 137, pg 183, 2018) R Suzuki STATISTICS & PROBABILITY LETTERS 156, 2020 | | 2020 |
| レヴィ市場におけるデジタルオプションに対する局所的リスク最小化問題について (確率論シンポジウム) R Suzuki 数理解析研究所講究録 2116, 105-114, 2019 | | 2019 |
| Explicit Representations of Locally Risk-minimizing Hedging Strategy for Lévy Markets by Malliavin Calculus R Suzuki | | 2015 |
| SPECIAL VALUES OF SOME EXTENSIONS OF ZETA FUNCTION VIA BETA DISTRIBUTIONS N Sakuma, R Suzuki Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (02 …, 2012 | | 2012 |
Takuji AraiKeio University, Department of EconomicsVerified email at econ.keio.ac.jp
