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Nakahiro YOSHIDA

Graduate School of Mathematical Sciences, The University of Tokyo

Research Theme

Basic research of statistical inference for stochastic processes and implementation

This research aims at comprehensive analysis of statistics for stochastic processes, probability theory, insurance mathematics and finance. It concentrates on fundamentals of data analysis for stochastic differential equations, various semi-analytic methods of approximating the expectation, and applications to option pricing and risk evaluation. Implementation of the theoretical results is also within the scope.

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