Yoshio Miyahara

Finance · 2001–2007

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Yoshio Miyahara trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Marco Frittelli

Who trusts Yoshio Miyahara overall

  1. Robert J. R. Elliott
  2. Leunglung Chan
  3. Tak Kuen Siu
  4. Mingxin Xu
  5. Jan Vecer

Papers from Yoshio Miyahara's perspective

Ordered by how strongly the researchers Yoshio Miyahara trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On the Existence of Minimax Martingale Measures
  2. Minimal entropy preserves the Lévy property: how and why
  3. The Mathematics of Arbitrage
  4. Minimal Entropy Martingale Measure
  5. Representation of Martingales with Jumps and Applications to Mathematical Finance
  6. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  7. Optimal investment in incomplete markets when wealth may become negative
  8. Exponential Hedging and Entropic Penalties
  9. Coherent Risk Measures on General Probability Spaces
  10. Duality theory for optimal investments under model uncertainty

Their papers