Researcher Profile and Settings

researchmap

https://researchmap.jp/Research-map3839

Research Interests

• 数値計算法
• ファイナンス
• オプション
• Options. Finance. Numerical Method

Research Areas

• Humanities & social sciences / Theoretical economics

Education

• Doshisha University, 経済学研究科, - 1989
• Doshisha University, Graduate School, Division of Economics, - 1989
• Doshisha University, 経済学研究科, - 1983
• Doshisha University, Graduate School, Division of Economics, - 1983
• Doshisha University, Faculty of Economics, - 1981
• Doshisha University, Faculty of Economics, - 1981

Degree

• Master of Economics, Doshisha University

Association Memberships

• 日本金融学会

MISC

• Simulation for Asset Price and QE Algorism
  Tokujiro; Kubo
  The Doshisha University, 75(4) 51 - 69, 20 Mar. 2024, Introduction research institution
• The parameter estimation of the double Heston model and the differential evolution algorithm: A program in C#
  Tokujiro Kubo
  The Doshisha University economic review, 73(4) 577 - 635, 20 Mar. 2022, Introduction research institution
• Parameter estimation of the double Heston model and the Nelder-Mead algorithm: Program in C#
  Tokujiro Kubo
  The Doshisha University economic review, 71(4) 735 - 757, 20 Mar. 2020, Introduction research institution
• The parameter estimation of the Heston model and the differential evolution algorithm
  Tokujiro Kubo
  The Doshisha University economic review, 70(4) 583 - 628, 20 Mar. 2019, Introduction research institution
• The Heston and Nandi model and the Greek letters: A program in C++
  Tokujiro Kubo
  The Doshisha University economic review, 同志社大学経済学会, 67(2) 387 - 407, Sep. 2015, Introduction research institution
• The Heston-Nandi model and the GARCH process: Programs for the empirical analysis and forecasting of foreign exchange rates
  Tokujiro Kubo
  The Doshisha University economic review, 同志社大学経済学会, 67(1) 55 - 91, 20 Jul. 2015, Introduction research institution
• Numerical method for multi-asset options
  Tokujiro Kubo
  The Doshisha University economic review, 同志社大学経済学会, 65(4) 685 - 716, 20 Mar. 2014, Introduction research institution
• On the implied tree model
  Tokujiro Kubo
  The Doshisha University economic review, Doshisha University, 61(2) 327 - 352, 20 Oct. 2009, Introduction research institution
  

  DOI URL
• The Finite-Element Approach to Option Pricing
  Kubo Tokujiro
  The Doshisha University Economic Review, Doshisha University, 57(3) 223 - 239, 2006
  

  DOI URL
• Pricing Parisian Options Using the Explicit Finite Difference Method
  Kubo Tokujiro
  The Doshisha University Economic Review, Alternative:The Doshisha Economic Association, 57(2) 145 - 168, 2005
  

  DOI URL
• Hull-White Model and Numerical Procedures
  Kubo Tokujiro
  The Doshisha University Economic Review, Doshisha University, 56(2) 141 - 168, 2004
  

  DOI URL
• Evaluation of Lookback Options and Method of Extrapolation
  Kubo Tokujiro
  The Doshisha University Economic Review, 同志社大学経済学会, 55(2) 185 - 203, 2003
  

  DOI URL
• Modified Trinomial Approach and CEV Process
  久保 徳次郎
  The Doshisha University Economic Review, 54(3), 2002
• Resetting and Expected Time
  Kubo Tokujiro
  The Doshisha University Economic Review, Doshisha University, 52(4) 867 - 877, 2001
  

  DOI URL
• Realignment Option and Euro
  Kubo Tokujiro
  The Doshisha University Economic Review, Doshisha University, 51(4) 707 - 727, 2000
  

  DOI URL
• Regulatory Economics and Incentive
  Itaba Yoshio; Kubo Tokujirou; Sugimoto Atsunobu; Wada Yoshinori
  The Doshisha University economic review, Doshisha University, 51(1) 263 - 277, Jun. 1999
• Super Contact Condition and Target Zone
  Kubo T.
  The Journal of law and politics, Shizuoka University, Shizuoka University, 3(3) 4 - 368, 1999
• International Economics and Smooth Pasting Condition
  Kubo Tokujiro
  Review of Law and Economics, Shizuoka University, 75(75.76) 71 - 106, 1996
• Strategies, Information and Extensive-Form Game
  Kubo Tokujiro
  Review of Law and Economics, Shizuoka University, 74(74) 9 - 37, 1995
• Analytic Geometry of the Portfolio Frontier
  Kubo Tokujiro
  Review of Law and Economics, Shizuoka University, 72(72) 45 - 80, 1994
• Exchange-Rate Target Zone and Currency Options
  Kubo Tokujiro
  The Doshisha University Economic Review, 同志社大学経済学会, 45(1) 51 - 70, 1993
  

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• 異時点間の資本資産評価モデルとオプション
  久保 徳次郎
  論叢(長崎外国語短期大学), 38, 1991
• The Economic Role of Options
  Yoshio Itaba; Tokujiro Kubo; Atsunobu Sugimoto; Shinichi Hirota
  経済学論叢, 同志社大学経済学会, 42(1) p74 - 90, Dec. 1990
• オプション取引についての一考察
  久保 徳次郎
  論叢(長崎外国語短期大学), 35, 1990
• オプションの経済的意義
  久保 徳次郎
  経済学論叢(同志社大), 42(1), 1990
• 財政赤字と国際収支危機
  久保 徳次郎
  経済学論叢(同志社大), 41(3), 1990
• Capital Control and Dual Exchange Rate Regime
  Kubo Tokujiro
  経済学論叢(同志社大), 同志社大学経済学会, 39(4) p1268 - 1290, 1988
  

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• Currency Crisis, Speculative Attacks and the Current Account
  Kubo Tokujiro
  The Doshisha University economic review, 同志社大学経済学会, 38(4) p657 - 677, 1987
  

  DOI URL
• Informational Asymmetry, Price Stickiness and Exchange Rate
  Kubo Tokujiro
  経済学論叢(同志社大), 同志社大学経済学会, 37(3-4) p443 - 459, 1986
  

  DOI URL
• Exchange Rate and International Transmission Effect of Monetary Policy
  Kubo Tokujiro
  The Doshisha University Economic Review, 同志社大学経済学会, 35(4) 66 - 83, 1985
  

  DOI URL

Research Projects

• International Finance
  Competitive research funding
• 国際金融
  Competitive research funding