Naohiro Yoshida

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 4

Top Topics

Traffic Network

Diffusion Process

Portfolio Selection

Top Venues

Publications

Takahiko Fujita, Naohiro Yoshida
An introduction to excursion risk through discrete-time excursions. JSIAM Lett. 15 (2023)
Naohiro Yoshida, Katsuhide Fujita
Robustness of Congestion Pricing in Traffic Networks with Link-Specific Noise. PRIMA (2022)
Naohiro Yoshida
A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging. JSIAM Lett. 11 (2019)
Naohiro Yoshida
Remarks on optimal strategies to utility maximizations in continuous time incomplete markets. JSIAM Lett. 9 (2017)
Naohiro Yoshida
Remarks on the transformation of Ito's formula for jump-diffusion processes. JSIAM Lett. 7 (2015)
Kiyoshi Tsuji, Hiroaki Teshima, Hiroyuki Sasada, Naohiro Yoshida
Isotope Ratio Measurements. Sensors 10 (7) (2010)