Concepedia

Arturo Kohatsu‐Higa

AK

Statistics

Publications

37

Citations

948

H-Index

20

Active since

1995

Affiliations

Universitat Pompeu Fabra(Current)

Ritsumeikan University

Japan Science and Technology Agency

The University of Osaka

Universitat de Barcelona

Arturo Kohatsu‐Higa is an author at Universitat Pompeu Fabra specializing in engineering, stochastic calculus, and probability theory.

Top concepts

EngineeringStochastic CalculusProbabilityStochastic ProcessesStochastic AnalysisNumerical AnalysisApproximation TheoryStochastic Differential EquationsStatisticsNatural Sciences

Publications per year

1995–2017

37

Publications

37

Additional utility of insiders with imperfect dynamical information

José Manuel Corcuera, Peter Imkeller, David Nualart et al. · Finance and Stochastics · 2004 · 71 citations

Insider Threat, Behavioral Decision Making, Additional Utility +9

Jump-adapted discretization schemes for Lévy-driven SDEs

Arturo Kohatsu‐Higa, Peter Tankov · Stochastic Processes and their Applications · 2010 · 57 citations

Numerical Analysis, Jump-adapted Discretization Schemes, Engineering +5

Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

Fabio Antonelli, Arturo Kohatsu‐Higa · The Annals of Applied Probability · 2002 · 53 citations · Full text

Numerical Analysis, Engineering, Perturbation Method +15

Variance Reduction Methods for Simulation of Densities on Wiener Space

Arturo Kohatsu‐Higa, Roger Pettersson · SIAM Journal on Numerical Analysis · 2002 · 50 citations

Density Estimation, Engineering, Diffusion Processes +12

UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET

Arturo Kohatsu‐Higa, Agnès Sulem · Mathematical Finance · 2006 · 46 citations

Market Microstructure, Economics, Computational Finance +14

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