Mar 01, 2019A General Control Variate Method for Lévy Models in Finance (Published in European Journal of Operational Research.)
Feb 27, 2019Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under Lévy Models
Feb 26, 2019Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions (Forthcoming in Social Choice and Welfare)
Feb 25, 2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy (Forthcoming in the B. E. Journal of Theoretical Economics)
Nov 14, 2018Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365–1398, 2020)
Nov 06, 2018Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)
Oct 09, 2018Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in “Asia-Pacific Financial Markets”. )
Sep 07, 2018Asymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)
Aug 30, 2018The Formation of Consumer Inflation Expectations: New Evidence From Japan’s Deflation Experience
Jul 12, 2018Bitcoin technical trading with artificial neural network (Subsequently, published in “Physica A: Statistical Mechanics and its Applications”)(Revised version of F-430)
Jul 10, 2018Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Forthcoming in Stochastics and Dynamics) (Revised version of F-431)
Jun 18, 2018Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims (Revised version of CARF-F-306)(Forthcoming in the B. E. Journal of Theoretical Economics.)
Jun 08, 2018Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version of CARF-F-411)
May 23, 2018Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions (Forthcoming in Stochastic Processes and their Applications) (Revised version of CARF-F-398)
May 11, 2018Are More Able Managers Good Future Tellers? Learning from Japan (Forthcoming in Journal of Accounting and Public Policy)
Apr 24, 2018Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments
Mar 20, 2018Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409)