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What's New    Last Update: 2016/9/23

CIRJE News 


Workshops   

Please click here in case the workshop calendar cannot be reproduced in good order → workshop calendar


Individual Meeting (Application : by Invitation Only)


People

CIRJE is pleased to welcome the following new visitors and guests:

Visiting term Name (Affiliation)
2016.8.1 to 2016.11.30   Hisaki Kono (Kyoto University)

Discussion Papers   



CIRJE-F-980 Shiraya, Kenichiro and Akihiko Takahashi, "Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models", July 2015; revised in September.
CIRJE-F-1009 Takahashi, Akihiko and Toshihiro Yamada, "An Asymptotic Expansion for Forward-backward SDEs: a Malliavin Calculus Approach", April 2016; revised in September.
CIRJE-F-1007 Shiraya, Kenichiro and Akihiko Takahashi, "An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance", March 2016; revized in September 2016.
CIRJE-F-1022 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi, "A Return Prediction-based Investment with Particle Filtering and Anomaly Detection", September 201.
CIRJE-F-1021 Marszalec, Daniel, "The Anglo-Dutch Auction", August 2016.
CIRJE-F-1020 Marszalec, Daniel, "The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation", August 2016.
CIRJE-J-280 Okazaki, Tetsuji,"Income Distribution and Economic Development in Prewar Japan: Estimation and Analysis of the Prefecture-level Top Income Share", August 2016.
CIRJE-F-1019 Shirota, Shinichiro, Yasuhiro Omori, Hedibert. F. Lopes and Haixiang Piao, "Cholesky Realized Stochastic Volatility Model", Augusut 2016.
CIRJE-F-1001 Onishi, Ken, Naoki Wakamori, Chiyo Hashimoto and Shun-ichiro Bessho "The Welfare Consequences of Free Entry in Vertical Relationships: The Case of the MRI Market ", February 2016; revised in August 2016.
CIRJE-J-276 Nakano, Masafumi, Seisho Sato, Akihiko Takahashi and Soichiro Takahashi, "Optimal Portfolio with Particle Filtering"May 2016; revised in May 2016; revized in July 2016.




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