発表論文・著書

社会情報学専攻 (SOC) > 金融工学講座 (FME)

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Hiroaki Hata, Jun Sekine
Solving long term invesmtment problems with Cox-Ingersoll-Ross interest rates.
Advances in Mathematical Economics. 8, Springer, 231--255

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Jun Sekine
On exponential hedging and related quadratic backward stochastic differential equations.
Applied Mathematics and Optimization, 54/2, 131--158

Jun Sekine
A note on long-term optimal portfolios under drawdown constraints.
Advances in Applied Probability, 38/2, 673--692

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