Naoyuki Ishimura - researchr alias

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Viewing Publication 1 - 12 from 12

2023

Remarks on a copula-based conditional value at risk for the portfolio problemAndres Mauricio Molina Barreto, Naoyuki Ishimura. isafm, 30(3):150-170, July/September 2023. [doi]

2022

Long memory estimation in a non-Gaussian bivariate processLedys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiselák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík. amc, 420:126871, 2022. [doi]

2018

Time evolutions of copulas and foreign exchange marketsIvan Kupka, Jozef Kiselák, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlík. isci, 467:163-178, 2018. [doi]

Evolution of multivariate copulas in continuous and discrete processesYasukazu Yoshizawa, Naoyuki Ishimura. isafm, 25(1):44-59, 2018. [doi]

2016

Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange RatesNaoyuki Ishimura, Yasukazu Yoshizawa. naa 2017: 359-366 [doi]

2011

Traveling wave solutions to the nonlinear evolution equation for the risk preferenceNaoyuki Ishimura, Sakkakom Maneenop. jsiaml, 3:25-28, 2011. [doi]

Evolution of bivariate copulas in discrete processesYasukazu Yoshizawa, Naoyuki Ishimura. jsiaml, 3:77-80, 2011. [doi]

2010

Numerical Solution of a Nonlinear Evolution Equation for the Risk PreferenceNaoyuki Ishimura, Miglena N. Koleva, Lubin G. Vulkov. nma 2011: 445-452 [doi]

2009

A Note on the Optimal Portfolio Problem in Discrete ProcessesNaoyuki Ishimura, Yuji Mita. kybernetika, 45(4):681-688, 2009. [doi]

2007

Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costsHitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi. kybernetika, 43(6):807-815, 2007. [doi]

2004

On the Eguchi-Oki-Matsumura Equation for Phase Separation in One Space DimensionTakao Hanada, Naoyuki Ishimura, Masaaki Nakamura. siamma, 36(2):463-478, 2004. [doi]

Stable finite difference scheme for a model equation of phase separationTakao Hanada, Naoyuki Ishimura, Masaaki Nakamura. amc, 151(1):95-104, 2004. [doi]

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