Concepedia

Yoshio Miyahara

YM

Statistics

Publications

11

Citations

518

H-Index

10

Active since

1972

Affiliations

Nagoya City University(Current)

Nagoya University

Mizuho (Japan)

Yoshio Miyahara is an author at Nagoya City University specializing in stochastic processes, financial economics, and business.

ORCID

Publications per year

1972–2019

11

Publications

11

The minimal entropy martingale measures for geometric L�vy processes

Tsukasa Fujiwara, Yoshio Miyahara · Finance and Stochastics · 2003 · 178 citations

, , +12

Minimal fq-martingale measures for exponential Lévy processes

Monique Jeanblanc, Susanne Klöppel, Yoshio Miyahara · The Annals of Applied Probability · 2007 · 69 citations · Full text

, , +9

Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets

Yoshio Miyahara · Asia-Pacific Financial Markets · 1999 · 67 citations

, , +16

[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems

Yoshio Miyahara · Asia-Pacific Financial Markets · 2001 · 55 citations

, , +11

Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations

Yoshio Miyahara · Nagoya Mathematical Journal · 1972 · 39 citations · Full text

, , +16

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