← All authors Yasushi Ota Okayama University of Science (from arXiv:2006.00158, 2020) · ORCID · OpenAlex
10 papers in scope · 9 published · 5 on the econ.EM arXiv · 39 citations · h-index 4 (over the papers listed here)
Papers (3 of 10)
Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach
published 2023 · Results in Applied Mathematics · 1 citations · first circulated 2022
published 2021 · Economic Modelling · 10 citations · first circulated 2020
Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches
published 2021 · Cogent Economics & Finance · 1 citations
published 2020 · Computational Economics · first circulated 2019
Estimating Parameters in Mathematical Model for Societal Booms through Bayesian Inference Approach
published 2020 · Mathematical and Computational Applications · 4 citations · first circulated 2019
with Naoki Mizutani
Bayesian inference approach to inverse problems in a financial mathematical model
published 2019 · International Journal of Computer Mathematics · 2 citations
with Yu Jiang, Gen Nakamura, Masaaki Uesaka
working paper 2019 · arXiv
Application of microlocal analysis to an inverse problem arising from financial markets
published 2018 · Inverse Problems · 6 citations · first circulated 2014
with Shin-ichi Doi
Reconstruction of local volatility for the binary option model
published 2016 · Journal of Inverse and Ill-Posed Problems · 14 citations
with Shunsuke Kaji
Recovery of Foreign Interest Rates from Exchange Binary Options
published 2015 · Computer Technology and Application · 1 citations
with M. Mitsuhiro
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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