Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Yuji Hishida"'
Publikováno v:
Asia-Pacific Financial Markets. 26:553-565
In the present paper, we propose a numerical scheme to calculate expectations with first hitting time to a given smooth boundary, in view of the application to the pricing of options with non-linear barriers. To attack the problem, we rely on the sym
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda7925df151ce97e8c10e6a38e73c65
https://doi.org/10.1007/s10690-019-09278-0
https://doi.org/10.1007/s10690-019-09278-0
Autor:
Koji Usami, Maria Fuwa, Ayato Okada, Yutaka Tabuchi, Rekishu Yamazaki, Yasunobu Nakamura, Yuya Yamaguchi, Atsushi Kanno, Atsushi Noguchi, Naokatsu Yamamoto, Hirotaka Terai, Yuji Hishida
We report the development of a superconducting acousto-optic phase modulator fabricated on a lithium niobate substrate. A titanium-diffused optical waveguide is placed in a surface acoustic wave resonator, where the electrodes for mirrors and an inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fc0547b36017c9e03e844fe3d090e51b
Autor:
Kenji Yasutomi, Yuji Hishida
Publikováno v:
Asia-Pacific Financial Markets. 12:289-306
In this paper, we study the price of a long term Asian option the pay-off of which is determined by the average price of the underlying asset during the last fixed number of days of its life. As one can imagine, it converges to the price of a plain v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::313f77b46c92d31609310d781dd1b752
https://doi.org/10.1007/s10690-006-9027-4
https://doi.org/10.1007/s10690-006-9027-4
Publikováno v:
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 2005:132-136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93f757a13902a4b5a894914c0e189d76
https://doi.org/10.5687/sss.2005.132
https://doi.org/10.5687/sss.2005.132
Publikováno v:
SHINKU. 44:451-455
In order to decrease the annealing temperature of ion-implanted SiC and reduce accumulated damage in SiC during ion implantation, a non-thermal-equilibrium annealing process using a pulsed excimer laser and simultaneous excimer laser annealing during
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75f9e095301b326d56c82259c02a271f
https://doi.org/10.3131/jvsj.44.451
https://doi.org/10.3131/jvsj.44.451
Publikováno v:
Journal of Crystal Growth. 150:828-832
Nitrogen (N) radical irradiated GaAs was investigated by Auger analysis and reflection high-energy electron diffraction. N radical beam irradiation on GaAs causes an exchange of As atoms for N atoms, consequently forming a GaN layer onto the GaAs sur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c13b1747723d903f3f65c4b8981fed01
https://doi.org/10.1016/0022-0248(95)80055-h
https://doi.org/10.1016/0022-0248(95)80055-h
Publikováno v:
Journal of Crystal Growth. 117:396-399
We found that the carrier concentration of Li-doped ZnTe, grown at growth temperature ( T g ) of 320°C, increased with rising the Li-cell temperature ( T Li ) below 220 and above 260°C, and decreased between 220 and 260°C. Both the acceptor and do
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4165c6d9a72f83b47f7dcb67a42d45fb
https://doi.org/10.1016/0022-0248(92)90782-e
https://doi.org/10.1016/0022-0248(92)90782-e
Publikováno v:
Applied Physics Letters. 76:3867-3869
The implantation-induced damage suppression effect on 6H–SiC by simultaneous excimer laser irradiation during ion implantation (SLII) was demonstrated. A 308-nm XeCl excimer laser was used as the light source. Secondary ion mass spectroscopy indica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a102a60e901f25c41027ff1a5881567
https://doi.org/10.1063/1.126803
https://doi.org/10.1063/1.126803
We construct default-free interest rate models in the spirit of the well-known Markov functional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and construct mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd33d19b5b174e89de00e9c7fbafc3e1
http://arxiv.org/pdf/0910.5033
http://arxiv.org/pdf/0910.5033
Publikováno v:
Applied Physics Letters. 67:270-272
Highly conducting p‐type ZnSe and ZnSSe were fabricated by simple N2 gas doping during molecular beam epitaxial growth without the use of any activation method, such as discharge and cracking. p‐type conduction in the N2‐gas doped ZnSe is produ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f4f135752610c32909fb51f20f8b61f
https://doi.org/10.1063/1.114779
https://doi.org/10.1063/1.114779