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Fingerprint Dive into the research topics where Masayuki Ikeda is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Curved Boundary Mathematics
Option Pricing Mathematics
maturity Social Sciences
pricing Social Sciences
assets Social Sciences
Geometric Brownian Motion Mathematics
Sequential Analysis Mathematics
European Options Mathematics

Research Output 1992 2010

  • 134 Citations
  • 1 h-Index
  • 2 Article

Equilibrium preference free pricing of derivatives under the generalized beta distributions

Ikeda, M., 2010, In : Review of Derivatives Research. 13, 3, p. 297-332 36 p.

Research output: Contribution to journalArticle

Beta distribution
Pricing
Derivatives
Pricing kernel
Assets
134 Citations (Scopus)

Pricing Options With Curved Boundaries

Kunitomo, N. & Ikeda, M., 1992, In : Mathematical Finance. 2, 4, p. 275-298 24 p.

Research output: Contribution to journalArticle

Curved Boundary
Brownian movement
Option Pricing
maturity
pricing