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Masamitsu Ohnishi
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2010 – 2019
- 2010
- [j8]Daisuke Ito, Masamitsu Ohnishi, Yasuhiro Tamba:
Pricing and Calibration of a Chooser Flexible CAP. Asia Pac. J. Oper. Res. 27(2): 243-256 (2010)
2000 – 2009
- 2006
- [j7]Masamitsu Ohnishi, Yusuke Osaki:
The comparative statics on asset prices based on bull and bear market measure. Eur. J. Oper. Res. 168(2): 291-300 (2006) - [j6]Masamitsu Ohnishi, Motoh Tsujimura:
An impulse control of a geometric Brownian motion with quadratic costs. Eur. J. Oper. Res. 168(2): 311-321 (2006)
1990 – 1999
- 1999
- [j5]Masaaki Kijima, Masamitsu Ohnishi:
Stochastic orders and their applications in financial optimization. Math. Methods Oper. Res. 50(2): 351-372 (1999) - 1993
- [j4]Masaaki Kijima, Masamitsu Ohnishi:
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities. Ann. Oper. Res. 45(1): 147-163 (1993) - [j3]Naoto Miyoshi
, Masamitsu Ohnishi, Norio Okino:
Optimal service control of a station connected with two parallel substations. IEEE Trans. Autom. Control. 38(10): 1567-1572 (1993) - 1992
- [j2]Naoki Katoh, Junji Koyanagi, Masamitsu Ohnishi, Toshihide Ibaraki:
Optimal strategies for some team games. Discret. Appl. Math. 35(3): 275-291 (1992) - [j1]Koichi Nakade, Masamitsu Ohnishi, Toshihide Ibaraki, Katsuhisa Ohno:
On the average optimality of circular assignment policy. Queueing Syst. Theory Appl. 11(3): 241-254 (1992)
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