| The minimal entropy martingale measures for geometric Lévy processes T Fujiwara, Y Miyahara Finance and Stochastics 7, 509-531, 2003 | 266 | 2003 |
| Minimal entropy martingale measures of jump type price processes in incomplete assets markets Y Miyahara Asia-Pacific Financial Markets 6, 97-113, 1999 | 112 | 1999 |
| Canonical martingale measures of incomplete assets markets Y Miyahara Probability theory and mathematical statistics (Tokyo, 1995), 343-352, 1996 | 96 | 1996 |
| Minimal Measures for Exponential Lévy Processes M Jeanblanc, S Klöppel, Y Miyahara The Annals of Applied Probability, 1615-1638, 2007 | 92 | 2007 |
| [Geometric Lévy Process & MEMM] Pricing model and related estimation problems Y Miyahara Asia-Pacific Financial Markets 8, 45-60, 2001 | 83 | 2001 |
| Ultimate boundedness of the systems governed by stochastic differential equations Y Miyahara Nagoya Mathematical Journal 47, 111-144, 1972 | 46 | 1972 |
| Option pricing in incomplete markets: Modeling based on geometric Lévy processes and minimal entropy martingale measures Y Miyahara World Scientific, 2012 | 40 | 2012 |
| Geometric Lévy process pricing model Y Miyahara, AA Novikov Труды Математического института имени ВА Стеклова 237 (0), 185-200, 2002 | 40 | 2002 |
| A note on Esscher transformed martingale measures for geometric Lévy processes Y Miyahara Discussion Papers in Economics, Nagoya City University 379, 1-14, 2004 | 36 | 2004 |
| Risk-sensitive value measure method for projects evaluation Y Miyahara Journal of Real Options and Strategy 3 (2), 185-204, 2010 | 35 | 2010 |
| Invariant measures of ultimately bounded stochastic processes Y Miyahara Nagoya Mathematical Journal 49, 149-153, 1973 | 35 | 1973 |
| Infinite dimensional Langevin equation and Fokker-Planck equation Y Miyahara Nagoya Mathematical Journal 81, 177-223, 1981 | 28 | 1981 |
| Evaluation of the Scale Risk (Financial Modeling and Analysis) Y Miyahara 数理解析研究所講究録 1886, 181-188, 2014 | 21 | 2014 |
| Stochastic evolution equations and white noise analysis Y Miyahara Department of Mathematics and Statistics, Carleton University, 1982 | 19 | 1982 |
| Valuation of Hong Kong REIT based on risk sensitive value measure method L Ban, T Misawa, Y Miyahara International Journal of Real Options and Strategy 4, 1-33, 2016 | 17 | 2016 |
| Martingale measures for the geometric Lévy process models Y Miyahara Discussion papers in Economics, Nagoya City University 431, 1-14, 2005 | 17 | 2005 |
| Estimation of Lévy processes Y Miyahara Discussion Papers in Economics, Nagoya City University 318, 1-36, 2002 | 14 | 2002 |
| Utility indifference pricing and the Aumann–Serrano performance index J Hodoshima, Y Miyahara Journal of Mathematical Economics 86, 83-89, 2020 | 13 | 2020 |
| Minimal relative entropy martingale measures and their applications to option pricing theory Y Miyahara Proceedings of JIC99, The 5-th JAFEE International Conference, 316-323, 1999 | 12 | 1999 |
| Comparison of utility indifference pricing and mean-variance approach under normal mixture J Hodoshima, T Misawa, Y Miyahara Finance Research Letters 24, 221-229, 2018 | 11 | 2018 |
