27 citations · 106 across the 18 of their papers we have counts for
3 papers · 1 filter
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…
A Markov basis for two-state toric homogeneous Markov chain model without initial parameters
Hisayuki Hara, Akimichi Takemura
We derive a Markov basis consisting of moves of degree at most three for two-state toric homogeneous Markov chain model of arbitrary length without parameters for initial states. O…
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…