Yoshihiro Shirai : Citation Profile

1

H index

1

i10 index

12

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 1
   Journals where Yoshihiro Shirai has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh697
   Updated: 2026-01-10    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yoshihiro Shirai.

Is cited by:

Leung, Tim (9)

Cites to:

Schied, Alexander (3)

Leung, Tim (3)

Duffie, Darrell (2)

merton, robert (2)

Singleton, Kenneth (2)

Stadje, Mitja (2)

Scholes, Myron (2)

pan, jun (1)

Wu, Liuren (1)

Sharpe, William (1)

Wagner, Niklas (1)

Main data

Where Yoshihiro Shirai has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5

Recent works citing Yoshihiro Shirai (2025 and 2024)

YearTitle of citing document
2025A Large Class of Bilateral Distributions for Financial Applications. (2025). Moutanabbir, Khouzeima ; Ezin, Houenansi Placide. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:3:d:10.1007_s11009-025-10193-3.

Full description at Econpapers || Download paper

Works by Yoshihiro Shirai:

YearTitleTypeCited
2015Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties In: Papers.
[Full Text][Citation analysis]		paper11
2015Optimal derivative liquidation timing under path-dependent risk penalties.(2015) In: Journal of Financial Engineering (JFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2023Extreme Measures in Continuous Time Conic Finace In: Papers.
[Full Text][Citation analysis]		paper0
2023A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions In: Papers.
[Full Text][Citation analysis]		paper0
2023Acceptable Bilateral Gamma Parameters In: Papers.
[Full Text][Citation analysis]		paper1
2024Optimal positioning in derivative securities in incomplete markets In: Papers.
[Full Text][Citation analysis]		paper0
2023A LÉVY-DRIVEN ORNSTEIN€“UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team