128 citations
- The University of TokyoJP20 papers
- Department of Physics, Mathematics and InformaticsBY6 papers
- Japan Science and Technology AgencyJP5 papers
- Department of Mathematical SciencesRU4 papers
- The University of OsakaJP3 papers
- Kobe UniversityJP2 papers
- Ochanomizu UniversityJP2 papers
- RIKENJP2 papers
- Sophia UniversityJP2 papers
- Tokyo Institute of TechnologyJP2 papers
- Advanced Institute of Industrial TechnologyJP1 paper
- Atacama Large Millimeter Submillimeter ArrayCL1 paper
Showing 2010Show all
2 papers · 1 filter
q-fin.PR2010★ 1 cited
Approximations and asymptotics of upper hedging prices in multinomial models
Ryuichi Nakajima, Masayuki Kumon, Akimichi Takemura +1
We give an exposition and numerical studies of upper hedging prices in multinomial models from the viewpoint of linear programming and the game-theoretic probability of Shafer and…
math.CO2010★ 1 cited
Separation of integer points by a hyperplane under some weak notions of discrete convexity
Takuya Kashimura, Yasuhide Numata, Akimichi Takemura
We give some sufficient conditions of separation of two sets of integer points by a hyperplane. Our conditions are related to the notion of convexity of sets of integer points and…