| Local risk-minimization for Lévy markets T Arai, R Suzuki International Journal of Financial Engineering 2 (02), 1550015, 2015 | 29 | 2015 |
| A Clark-Ocone type formula under change of measure for Lévy processes with L^ 2-Lévy measure R Suzuki Communications on Stochastic Analysis 7 (3), 3, 2013 | 16 | 2013 |
| Numerical analysis on local risk-minimization for exponential Lévy models T Arai, Y Imai, R Suzuki International Journal of Theoretical and Applied Finance 19 (02), 1650008, 2016 | 15 | 2016 |
| Local risk-minimization for Barndorff-Nielsen and Shephard models RS Takuji Arai, Yuto Imai Finance and Stochastics 21 (2), 551-592, 2017 | 14 | 2017 |
| A Clark-Ocone type formula under change of measure for canonical Lévy processes R Suzuki Keio Univ., Department of Mathematics, 2014 | 8 | 2014 |
| Malliavin differentiability of indicator functions on canonical Lévy spaces R Suzuki Statistics & Probability Letters 137, 183-190, 2018 | 3 | 2018 |
| Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces”[Statist. Probab. Lett. 137 (2018) 183–190] R Suzuki Statistics & Probability Letters 156, 108614, 2020 | 1 | 2020 |
| A modified Φ-Sobolev inequality for canonical Lévy processes and its applications N Sakuma, R Suzuki Modern Stochastics: Theory and Applications 10 (2), 145-173, 2023 | | 2023 |
| A Clark-Ocone type formula via Ito calculus and its application to finance T Arai, R Suzuki Journal of Stochastic Analysis 2 (4), Article 5, 2021 | | 2021 |
| Malliavin differentiability of indicator functions on canonical Levy spaces (vol 137, pg 183, 2018) R Suzuki STATISTICS & PROBABILITY LETTERS 156, 2020 | | 2020 |
| レヴィ市場におけるデジタルオプションに対する局所的リスク最小化問題について (確率論シンポジウム) R Suzuki 数理解析研究所講究録 2116, 105-114, 2019 | | 2019 |
| A Clark-Ocone type formula under change of measure for multidimensional Lévy processes R Suzuki Communications on Stochastic Analysis 11 (01), 21--42, 2017 | | 2017 |
| Explicit Representations of Locally Risk-minimizing Hedging Strategy for Lévy Markets by Malliavin Calculus R Suzuki | | 2015 |
| SPECIAL VALUES OF SOME EXTENSIONS OF ZETA FUNCTION VIA BETA DISTRIBUTIONS N Sakuma, R Suzuki Infinite Dimensional Analysis, Quantum Probability and Related Topics 15 (02 …, 2012 | | 2012 |
Takuji AraiKeio University, Department of EconomicsVerified email at econ.keio.ac.jp
