-
Valuation of a repriceable executive stock option
Takahiko Fujita, Masahiro Ishii
Asia-Pacific Financial Markets
17
(
1
)
1
-
18
2010.2
-
A discrete analogue of two "dual " continuous GGC(:Generalized Gamma Convolution variables),
Infinitely divisible processes and Related topics 14, The Institute of Statistical Mathematics Cooperative Research Report
247
87
-
91
2010
-
Valuation of a Repriceable Executive Stock Option (jointly worked)
Asia-Pacific Financial Markets, Vol. 17, No.1, (2010) 1-18.
Vol. 17, No.1, (2010) 1-18.
2010
-
A discrete analogue of two "dual " continuous GGC(:Generalized Gamma Convolution variables)
Infinitely divisible processes and Related topics 14, The Institute of Statistical Mathematics Cooperative Research Report
247
87
-
91
2010
-
Discrete Ito Formula and its Applications (Numerical Analysis : Theory, Methods and Applications) (jointly worked)
Koukyuroku Reserch Institute Mathematical Sciense Kyoto University
1638, 130-136
2009
-
離散伊藤公式とその応用 (数値解析における理論・手法・応用) (共著)
京都大学数理解析研究所講究録
1638, 130-136
2009
-
A uniformly distributed sequence on the ring of p-adic integers
Takahiko Fujita, Hiroshi Kaneko, Shin Matsumoto
Monte Carlo Methods and Applications
14
(
4
)
303
-
310
2008.11
-
A uniformly distributed sequence on the ring of p-adic integers
Takahiko Fujita, Hiroshi Kaneko, Shin Matsumoto
Monte Carlo Methods and Applications
14
(
4
)
303
-
310
2008.11
-
A random walk analogue of Lévy's Theorem
Takahiko Fujita
Studia Scientiarum Mathematicarum Hungarica
45
(
2
)
223
-
233
2008.6
-
A random walk analogue of Levy's theorem
Takahiko Fujita
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA
45
(
2
)
223
-
233
2008.6
-
A probabilstic approach to the special values of the Riemann zeta function
Fujita, T
京都大学数理解析研究所講究録 数論と確率論
1590
1
-
9
2008.4
-
A proof of ito's formula using a discrete ito's formula
Takahiko Fujita, Yasuhiro Kawanishi
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA
45
(
1
)
125
-
134
2008.3
-
An arbitrage approach to the pricing of catasrophe options involving the Cox process (共著)
Hitotsubashi J. of Economics
Vol 49, 67-74
2008
-
Euler's formulae for the Riemann zeta function and Cauchy variables
Infinitely divisible processes and Related topics 12, The Institute of Statistical Mathematics Cooperative Research Report
213
98
-
103
2008
-
Perpetual Brownian and Bessel quantiles (共著)
to appear in Electron. Comm. Prob.
2008
-
An arbitrage approach to the pricing of catasrophe options involving the Cox process (jointly worked)
Hitotsubashi J. of Economics
Vol 49, 67-74
2008
-
A probabilistic approach to special values of the Riemann zeta function
RIMS Kokyuroku Number Theory and Probability Theory, Research Institute for Mathematical Sciences Kyoto University, Kyoto, Japan
1590
1
-
9
2008
-
Euler's formulae for the Riemann zeta function and Cauchy variables
Infinitely divisible processes and Related topics 12, The Institute of Statistical Mathematics Cooperative Research Report
213
98
-
103
2008
-
Perpetual Brownian and Bessel quantiles (jointly worked)
to appear in Electron. Comm. Prob.
2008
-
A proof of Ito's formula using a discrete Ito's formula (jointly worked)
Stud. Sci. Math. Hungar.
45
(
1
)
125
-
134
2008
-
On the remarakable distributions of maxima of some fragments of the standard reflecting random walk and Brownian Motion
Reviewed
Fujita, T, Yor, M
Prob. Math. Stat.
27
(
1
)
89
-
104
2007.2
-
A warning about an independent property related to Random Brownian scaling
Reviewed
Fujita, T, Yor, M
Prob. Math. Stat.
27
(
1
)
105
-
108
2007.2
-
On the infinitely divisibility and the selfdecomposability of length of random walk, Brownian and Bessel excursions straddling independent exponential times (共著)
Infinitely divisible processes and related topics 11 The Institute of Statistical Mathematics Cooperative Research Report
195
126
-
134
2007
-
EULER'S FORMULAE FOR zeta(2n) AND CAUCHY VARIABLES(with P. Bourgade and M. Yor) (jointly worked)
Elect.Comm.Prob.
(
12
)
73
-
80
2007
-
On the infinitely divisibility and the selfdecomposability of length of random walk, Brownian and Bessel excursions straddling independent exponential times (jointly worked)
Infinitely divisible processes and related topics 11 The Institute of Statistical Mathematics Cooperative Research Report
195
126
-
134
2007
-
A warning about an independent property related to Random Brownian scaling (jointly worked)
Prob. Math. Stat
27
(
1
)
105
-
108
2007
-
On the remarakable distributions of maxima of some fragments of the standard reflecting random walk and Brownian Motion (jointly worked)
Prob. Math. Stat
27
(
1
)
89
-
104
2007
-
EULER'S FORMULAE FOR zeta(2n) AND CAUCHY VARIABLES (共著)
Elect.Comm.Prob.
(
12
)
73
-
80
2007
-
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling an independent exponential time
Reviewed
Bertoin,J, Roynette, B, Fujita, T, Yor,M
Prob. Math. Stat.
26
(
2
)
315
-
366
2006.6
-
The distribution of Continuous Time Rank Processes
Reviewed
Fujita, T, Miura, R
Advances in Mathematical Economics
9
25
-
32
2006.3
-
The distribution of Continuous Time Rank Processes (jointly worked)
Advances in Mathematical Economics
9
25
-
32
2006
-
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling an independent exponential time (jointly worked)
Prob. Math. Stat.
26
(
2
)
315
-
366
2006
-
Pricing path-dependent options in some Black-Scholes market from the distribution of homogeneous Brownian functionals (jointly worked)
Journal of Applied Probability
41
(
1
)
1
-
18
2004
-
Pricing path-dependent options in some Black-Scholes market from the distribution of homogeneous Brownian functionals (共著)
Journal of Applied Probability
41
(
1
)
1
-
18
2004
-
Pricing derivatives in Zone model
Reviewed
Fujita Takahiko
Asia-Pacific Financial Markets
9
(
3
)
211
-
215
2003.9
-
An Application of New Barrier Options (Edokko Options) for Pricing Bonds with Credit Risk
Fujita, T, Ishizaka, M
Hitotsubashi Journal of Commerce and Management
37
(
1
)
17
-
23
2003.5
-
Edokko Options:A New Framework of Barrier Options
Reviewed
Fujita, T, Miura, R
Asia-Pacific Financial Markets
9
(
2
)
141
-
151
2003.5
-
An Application of New Barrier Options (Edokko Options) for Pricing Bonds with Credit Risk (jointly worked)
Hitotsubashi Journal of Commerce and Management
37
(
1
)
141
-
151
2003
-
Edokko Options:A New Framework of Barrier Options (jointly worked)
Asia Pacific Financial Markets
9
(
2
)
141
-
151
2003
-
The generalized van der Corput sequence and its application to numerical integration (jointly worked)
Monte Carlo Methods and Applications
8
(
2
)
149
-
158
2002
-
The generalized van der Corput sequence and its application to numerical integration
Takahiko Fujita, Shunji Ito, Syoiti Ninomiya
Monte Carlo Methods and Applications
8
(
2
)
149
-
158
2002
-
マルチンゲール理論に基づくデリバティブの価格付けと複製ポートフォリオ構築
一橋論叢
126
339
-
364
2001
-
デリバティブの価格理論（エキゾティックオプションを中心に）、応用数理
応用数理、岩波書店
11
(
4
)
38
-
55
2001
-
The generalized van der Corput sequence and its application to numerical integration (jointly worked)
1240
114
-
124
2001
-
The generalized van der Corput sequence and its application to numerical inegration (共著)
数理解析研究所講究録 確率数値解析に於ける諸問題 V
1240
114
-
124
2001
-
Symbolical and geometrical characterizations of Kronecker sequences by using Bruns algotithm
Reviewed
Fujita, T, Ito, S, Ninomiya, S
J. Math. Sci. Univ. Tokyo
7
(
2
)
163
-
193
2000.3
-
Symbolical and geometrical characterizations of Kronecker sequences by using Bruns algotithm (jointly worked)
88
-
114
2000
-
A note on the joint distribution of α, β-percentiles and its application to the option pricing
Takahiko Fujita
Asia-Pacific Financial Markets
7
(
4
)
339
-
344
2000
-
Symbolical and geometrical characterizations of Kronecker sequences by using Bruns algotithm (共著)
数理解析研究所講究録1127 確率数値解析における諸問題、Ⅳ
88
-
114
2000
-
A Note on the Joint Distribution of α-βPercentiles and Its Application to the Option Pricing
Asia Pacific Financial Markets
7
(
4
)
339
-
344
2000
-
Symbolical and geometrical characterizations of Kronecker sequences by using Bruns algotithm (jointly worked)
J. Math. Sci. Univ. Tokyo
163
-
193
2000
-
On the replicating portfolio of some exotic options
Reviewed
Fujita, T, Futagi, S
ISCIE International Symposium on Stochastic system Theory and Its Applications
107
-
112
1999.10
-
On the replicating portfolio of some exotic options (jointly worked)
Proceeding of the 31st ISCIE International Symposium on Stochastic system Theory and Its Applications
107
-
112
1999
-
確率金利モデルにおけるアベレージオプションの価格理論
Fujita Takahiko
一橋論叢
120
(
5
)
693
-
700
1998.11
-
多次元連分数展開と数の同時近似
Reviewed
Fujita Takahiko
Seminar on Probabikity
61
1
-
14
1998.3
-
ルックバックオプションの価格理論についての注意
Fujita Takahiko
一橋論叢
116
(
5
)
160
-
167
1996.11
-
可変ボラティリティを持つデリバティブの価格理論
Fujita Takahiko
一橋大学研究年報 自然科学研究
30
3
-
29
1996.9
-
On almost everywhere exponential convergence of the modified Jacobi-Perron algorithm (jointly worked)
Ergodic Theory and Dynamical Systems
16
1345
-
1352
1996
-
On almost everywhere exponential convergence of the modified Jacobi-Perron algorithm (共著)
Ergodic Theory and Dynamical Systems
16
1345
-
1352
1996
-
On some properties of holomorphic diffusion
Fujita Takahiko
Hitotsbashi Journal of Arts Sciences
34
(
1
)
83
-
90
1993.2
-
SOME ASYMPTOTIC ESTIMATES OF TRANSITION-PROBABILITY DENSITIES FOR GENERALIZED DIFFUSION-PROCESSES WITH SELF-SIMILAR SPEED MEASURES
T FUJITA
PUBLICATIONS OF THE RESEARCH INSTITUTE FOR MATHEMATICAL SCIENCES
26
(
5
)
819
-
840
1990.12
-
Some Asymptotic Estimates of Transition Probability Densities of Generalized Diffusion Processes with Self-Similar Speed Measures.
Reviewed
Fujita Takahiko
Publication R. I. M. S. Kyoto University
26
(
5
)
819
-
840
1990.9
-
曲率と拡散過程
藤田岳彦
Survey in Geometry
1
-
52
1985.10
-
The Onsager-Machlup function for diffusion processes (jointly worked)
Journal of Mathematics Kyoto University
22
(
1
)
115
-
130
1982
-
THE ONSAGER-MACHLUP FUNCTION FOR DIFFUSION-PROCESSES
T FUJITA, S KOTANI
JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY
22
(
1
)
115
-
130
1982
-
拡散過程の Onsager-Machlup 関数について
藤田岳彦, 小谷真一
京都大学数理解析研究所講究録
434
(
434
)
183
-
193
1981.4
