Books
Number of the published data : 6
No. University category Title Joint authors Publisher Pages written Publication date ISBN
1 Book
Statistical Inference and Malliavin Calculus
J.M. Corcuera and A. Kohatsu-Higa.
Seminar on Stochastic Analysis, Random Fields and Applications VI

2011

2 Other
Stochastic Analysis With Financial Applications Hong Kong 2009
A. Kohatsu-Higa and N. Privault and S.Sheu.
Springer-Verlag
438
04/2011
978-3-0348-0096-9
3 Book
Computation of Greek and multidimensional density estimation for asset price models with time-changed Brownian Motion
R. Kawai and A. Kohatsu-Higa.
Applied Mathematical Finance
1466-4313
2010

4 Book
Weak Kyle-Back equilibrium models for Max and ArgMax
A. Kohatsu-Higa and S. Ortiz.
SIAM Journal on Financial Mathematics
vol. 1 179-211
2010

5 Book
Lower bounds for densities of Asian type stochastic differential equations
V. Bally and A. Kohatsu-Higa.
Journal of Functional Analysis 258
Issue 9, 1 3134-3164
2010

6 Book
A review of recent results on Malliavin Calculus and its applications
A. Kohatsu-Higa and K. Yasuda.
Radon Series on Computational and Applied Mathematics, Walter de Gruyter
vol 8, 275-302
2009