Hoshino, Kiyoiki Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients. (English) Zbl 1456.60131 Japan J. Ind. Appl. Math. 37, No. 2, 527-564 (2020). MSC: 60H05 60H07 42A38 PDFBibTeX XMLCite \textit{K. Hoshino}, Japan J. Ind. Appl. Math. 37, No. 2, 527--564 (2020; Zbl 1456.60131) Full Text: DOI
Ogawa, Shigeyoshi; Uemura, Hideaki Some aspects of strong inversion formulas of an SFT. (English) Zbl 1390.60194 Japan J. Ind. Appl. Math. 35, No. 1, 373-390 (2018). MSC: 60H05 60H15 60H30 PDFBibTeX XMLCite \textit{S. Ogawa} and \textit{H. Uemura}, Japan J. Ind. Appl. Math. 35, No. 1, 373--390 (2018; Zbl 1390.60194) Full Text: DOI
Han, Chuan-Hsiang; Kuo, Chien-Liang Monte Carlo calibration to implied volatility surface under volatility models. (English) Zbl 1411.91621 Japan J. Ind. Appl. Math. 34, No. 3, 763-778 (2017). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{C.-H. Han} and \textit{C.-L. Kuo}, Japan J. Ind. Appl. Math. 34, No. 3, 763--778 (2017; Zbl 1411.91621) Full Text: DOI
Liu, Nien-Lin; Ngo, Hoang-Long Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis. (English) Zbl 1483.62093 Japan J. Ind. Appl. Math. 34, No. 3, 747-761 (2017). MSC: 62H12 62H25 62P05 42B05 PDFBibTeX XMLCite \textit{N.-L. Liu} and \textit{H.-L. Ngo}, Japan J. Ind. Appl. Math. 34, No. 3, 747--761 (2017; Zbl 1483.62093) Full Text: DOI arXiv