Research field (1)：
Applied mathematics and statistics
Papers (9)：
S.Kaji, Y.Ota. Inverse parabolic problem with the Heaviside function arising in finance. Applicable Analysis. 2022
S.Kaji, A. Novikov. On distibutions of first passage times of martingales arising in some gambling problems. Japan Journal of Industrial and Applied Mathematics. 2017. vol. 34. issue 3. pp.859-pp.871
S. Kaji. First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures. Theory of Probability and Its Applications. 2017. vol. 61. no. 1. pp. 140-pp. 151
Yasushi Ota, Shunsuke Kaji. Reconstruction of local volatility for the binary option model. Journal of Inverse and Ill-posed Problems. 2016. vol. 24. issue 6. pp. 727-pp. 741
S. Kaji, S.Kotani. Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component. Finance and Stohastics. 2012. vol.16. no.1. pp.45-pp.62
