| 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 2016. |
| 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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