“A New Approach to Detecting Change in Credit Quality”, Journal of Risk, June 2022, Volume 24, Number 5, pp. 51-73.
“Time Reversal and Last Passage Time of Diffusions with Applications to Credit Risk Management” (with Masahiko Egami), Finance and Stochastics, July 2020 (online May 2020), Volume 24, Issue 3, pp.795-825.
“A Direct Solution Method for Pricing Options in Regime-Switching Models” (with Masahiko Egami), Mathematical Finance, April 2020 (online July 2019), Volume 30, Issue 2, pp.547-576.
“An Analysis of Simultaneous Company Defaults Using a Shot Noise Process” (with Masahiko Egami), Journal of Banking and Finance, July 2017, Volume 80, pp.135-161.
Membership of Professional Organizations
Nippon Finance Association,Society for Industrial and Applied Mathematics (SIAM), Japanese Association of Financial Econometrics and Engineering (JAFEE)