Yumiharu Nakano
2001
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Yumiharu Nakano trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yumiharu Nakano overall
Papers from Yumiharu Nakano's perspective
Ordered by how strongly the researchers Yumiharu Nakano trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- Optimal investment in incomplete markets when wealth may become negative
- Utility maximization in incomplete markets
- On the Existence of Minimax Martingale Measures
- Putting order in risk measures
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Stochastic differential equations
- Conditional and dynamic convex risk measures (Finance and Stochastics)
- Pricing and hedging in incomplete markets
- Coherent and convex risk measures for bounded cadlag processes
Their papers
- Efficient hedging with coherent risk measure (2001) — 79 citations