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つくばリポジトリ (Tulips-R) >
Browsing by Author "Sumita, Ushio"
Showing results 1 to 20 of 44
| Issue Date | Title | Author(s) | | Dec-2005 | A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions | Jin, Hui; Gotoh, Jun-ya; Sumita, Ushio; 後藤, 順哉; 住田, 潮; ゴトウ, ジュンヤ; スミタ, ウシオ |
| Feb-2008 | Analysis of a Correlated Multivariate Shock Model Generated from a Renewal Sequence | Sumita, Ushio; Zuo, Jinshui |
| Feb-2008 | Analysis of a Multivariate Counting Process Generated from an Age-dependent Non-homogeneous Poisson Process Defined on a Finite Semi-Markov Process | SUMITA, Ushio; HUANG, Jia-Ping |
| Aug-2009 | Analysis of Brand Characteristics of Music Artists in the CD Market : Case of Japan | SUMITA, Ushio; TAKAHASHI, Kazuki |
| Feb-2011 | Analysis of Collateralized Debt Obligation Scheme Applied to Newsboy Problem | ISOGAI, Rina; OHASHI, Satoshi; SUMITA, Ushio; 住田, 潮 |
| Feb-2008 | Analysis of Effective Service Time under MMPP Service Interruptions with State Dependent Interruption Periods | Sumita, Ushio; Takahashi, Kazuki |
| Feb-2010 | Application of Collateralized Debt Obligation Approach for Managing Inventory Risk in Classical Newsboy Problem | ISOGAI, Rina; OHASHI, Satoshi; SUMITA, Ushio; 住田, 潮 |
| Oct-2009 | Correlated Multivariate Shock Models Associated With A Renewal Sequence AND Its Application to Analysis of Browsing Behavior of Internet Users | SUMITA, Ushio; ZUO, Jinshui; 住田, 潮 |
| Oct-2011 | Credit risk model with contagious default dependencies affected by macro-economic condition | Takada, Hideyuki; Sumita, Ushio; 住田, 潮 |
| Jun-2005 | CRMのための優良顧客識別手法の特性評価と財務効果 | 鈴木, 秀男; 水野, 誠; 住田, 潮; 佐治, 明; Suzuki, Hideo; Mizuno, Makoto; Sumita, Ushio; Saji, Akira; スズキ, ヒデオ; ミズノ, マコト; スミタ, ウシオ; サジ, アキラ |
| Nov-2008 | Danger of Exclusive Reliance on Ergodic Analysis for a Class of Preventive Maintenance Policies : Dynamic Semi-Markov Process Approach | Sumita, Ushio; Namikawa, Atsushi |
| Mar-2011 | Development of Algorithms for Estimating Apartment Rents in Metropolitan Area Based on a Combined Micro-Macro Approach | HUANG, Jia-Ping; SUMITA, Ushio; TERAKADO, Ryo; YANAGAWA, Takenori; YOSHII, Jun; 住田, 潮 |
| Dec-2009 | Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes | Takada, Hideyuki; Sumita, Ushio; Jin, Hui; 住田, 潮 |
| Feb-2010 | Development of Computational Algorithms for Pricing European Bond Options under the Influence of Macro-economic Conditions | HUANG, Jia-Ping; Sumita, Ushio |
| Feb-2009 | Development of e-Marketing Contract Structure Based on Consumer-Generated Contents and Its Optimal Strategy | Sumita, Ushio; Isogai, Rina |
| 2005 | Development of parametric simulation models for structural analysis of voting behaviors in public referendum | Ohe, Mizue; Igaki, Nobuko; Sumita, Ushio; 大江, 瑞絵; オオエ, ミズエ |
| Jun-2011 | Dynamic Analysis of a Multivariate Reward Process Defined on the UMCP with Application to Optimal Preventive Maintenance Policy Problems in Manufacturing | HUANG, Jia-Ping; SUMITA, Ushio; 住田, 潮 |
| Apr-2013 | DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING | Huang, Jia-Ping; Sumita, Ushio; 住田, 潮 |
| Jun-2007 | Dynamic Analysis of a Reward Process Defined on a Cyclic Renewal Process with Applications to Preventive Maintenance Problems | Sumita, Ushio; Takahashi, Kazuki |
| May-2008 | Dynamic Analysis of a Unified Multivariate Counting Process and Its Asymptotic Behavior | SUMITA, Ushio; HUANG, Jia-Ping |
Showing results 1 to 20 of 44
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