Research Interests
(Updated Jan, 2004) |
Mathematical Finance
・Pricing of Exiotic Options
・Term structure of Interest Rates
・Related Numerical Analysis
Stochastic Analysis
・Exotic Stochastic Differential Equations
・Tsirelson's innovation theory
・Discrete stochastic calculus
Experimantal Economics
・Market Microstructure
・Complexity of Market Equilibria
|
|