Hitotsubashi University · Graduate School of Economics / Faculty of Economics · 教授

Research keywordsforward-backward stochastic equations・deep PDE solvers・equilibrium asset pricing・Bank of Japan ETFs・reinsurance pricing・life-cycle investment・heterogeneous beliefs

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• Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations2025 · PLOS One 20巻5号e0321778頁 2025年5月
• A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment2024 · Insurance: Mathematics and Economics 114巻132-155頁 2024年1月
• Equilibrium multi-agent model with heterogeneous views on fundamental risks2024 · Automatica 160巻111415頁 2024年2月
• A dynamic analysis of the bank of Japan’s ETF/REIT purchase program2024 · Expert Systems with Applications 235巻121091頁 2024年1月

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