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pro vyhledávání: '"Takashi Nishiwaki"'
Autor:
Takashi Nishiwaki
Publikováno v:
Journal of Economic Behavior & Organization. 196:393-401
Autor:
Takashi Nishiwaki
Publikováno v:
International Review of Economics & Finance. 70:391-397
This study proposes a possible explanation for demand for derivatives that have kinks, such as plain vanilla options, using a market equilibrium model. In our setting, there is one risky asset and one ambiguous additive background risk, and a complet
Autor:
Takashi Nishiwaki
Publikováno v:
SSRN Electronic Journal.
This study incorporates the difference in agents’ trading intervals into the heterogeneous agent model developed by Brock and Hommes (1998). We show that the effect of a longer investment horizon appears as either an increase or a decrease in the f
Autor:
Takashi Nishiwaki
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
The Proceedings of Conference of Hokuriku-Shinetsu Branch. :387-388
Publikováno v:
Journal of the Physical Society of Japan. 41:355-356
Generalized Debye-Waller factor for the atom of 4/ m m m site symmetry were formulated on the basis of classical Einstein oscillator model. In this formulation the effect of the fourth order anharmonic terms of one particle potential was taken into a
Publikováno v:
Journal of the Physical Society of Japan. 47:232-233
The Debye-Waller factor of cubic CsPbBr 3 was investigated by neutron diffraction technique at 152°C. The perovskite structure model with anisotropic thermal vibrations can explain the characteristics of the thermal behavior of this substance, which
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