Masamitsu Ohnishi

According to our database, Masamitsu Ohnishi authored at least 8 papers between 1992 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2010

Pricing and Calibration of a Chooser Flexible CAP.

Daisuke Ito, Masamitsu Ohnishi, Yasuhiro Tamba

Asia Pac. J. Oper. Res., 2010

2006

An impulse control of a geometric Brownian motion with quadratic costs.

Masamitsu Ohnishi, Motoh Tsujimura

Eur. J. Oper. Res., 2006

The comparative statics on asset prices based on bull and bear market measure.

Masamitsu Ohnishi, Yusuke Osaki

Eur. J. Oper. Res., 2006

1999

Stochastic orders and their applications in financial optimization.

Masaaki Kijima, Masamitsu Ohnishi

Math. Methods Oper. Res., 1999

1993

Optimal service control of a station connected with two parallel substations.

Naoto Miyoshi, Masamitsu Ohnishi, Norio Okino

IEEE Trans. Autom. Control., 1993

Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities.

Masaaki Kijima, Masamitsu Ohnishi

Ann. Oper. Res., 1993

1992

On the average optimality of circular assignment policy.

Koichi Nakade, Masamitsu Ohnishi, Toshihide Ibaraki, Katsuhisa Ohno

Queueing Syst. Theory Appl., 1992

Optimal strategies for some team games.

Naoki Katoh, Junji Koyanagi, Masamitsu Ohnishi, Toshihide Ibaraki

Discret. Appl. Math., 1992