On the economic premium principle

von Takino, Kazuhiro
Veröffentlicht in Theoretical economics letters (2018)

On asymptotic behaviors of exponential hedging in the basis-risk model

von Takino, Kazuhiro
Veröffentlicht in Journal of mathematical finance (2015)

An equilibrium model for the OTC derivative with the counterparty risk via the credit charge

von Takino, Kazuhiro
Veröffentlicht in International journal of financial markets and derivatives (2015)

An equilibrium pricing for OTC derivatives with non-cash collateralisation

von Takino, Kazuhiro
Veröffentlicht in International journal of financial markets and derivatives (2018)

On Pareto efficiency in asset markets

von Takino, Kazuhiro
Veröffentlicht in Theoretical economics letters (2019)

Valuation of a risk-averse investor under incomplete information

von Takino, Kazuhiro
Veröffentlicht in International journal of accounting and finance (2019)

On mean-variance analysis of a bank's behavior

von Takino, Kazuhiro
Veröffentlicht in Finance research letters (2022)

Are banks risk-averse or risk-neutral investors?

von Takino, Kazuhiro
Veröffentlicht in Journal of behavioral and experimental finance (2023)