Oryu Tadao

オリュウタダオ | Oryu Tadao

Affiliation and department：
Job title： Assistant Professor

Research field (3)： Applied mathematics and statistics , Basic mathematics , Money and finance

Research keywords (3)： Applied Probability , Optimal Stopping , Financial Engineering

Papers (2)：

Masahiko Egami, Tadao Oryu. A direct solution method for pricing options involving the maximum process. FINANCE AND STOCHASTICS. 2017. 21. 4. 967-993
Masahiko Egami, Tadao Oryu. An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem. OPERATIONS RESEARCH. 2015. 63. 3. 527-539

MISC (1)：

Professional career (1)：

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