A generalization of the carries process
Fujita, Takahiko, Nakano, Fumihiko, Sadahiro, Taizo
Published in Discrete Mathematics and Theoretical Computer Science (01.01.2014)
Published in Discrete Mathematics and Theoretical Computer Science (01.01.2014)
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Journal Article
Conference Proceeding
A Model of the Instantaneous Interest Rate in Discrete Processes
Ishimura, Naoyuki, Fujita, Takahiko, Nakamura, MasaAki
Published in Procedia economics and finance (2013)
Published in Procedia economics and finance (2013)
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Journal Article
Some martingale properties of the simple random walk and its maximum process
Fujita, Takahiko, Yagishita, Shotaro, Yoshida, Naohiro
Published in Statistics & probability letters (01.05.2024)
Published in Statistics & probability letters (01.05.2024)
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Journal Article