- "Hedging errors of Leland's strategies with time-inhomogeneous rebalancing." (joint work with Junpei Yano; submitted, under revision)
- "Long-term optimal portfolios with floor." (submitted, under revision)
- "Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem" (joint work with Hiroaki Hata, submitted)
- "The Hilbert-Riemannian structure of equivalent Gaussian measures associated with the Fisher information." (Osaka J. Math. 32, 71--95, 1995)
- "Mean-variance-hedging in continuous-time with stochastic-interest-rate." (Stochastics and Stochastics-Reports, 67, 1--17, 1999)
- "On a robustness of quantile-hedging: complete-market's case." (Asia-Pacific Financial Markets. 6(2), 195--201, 1999)
- "Forward LIBOR rates models inferred from cap-prices." (Proceedings of the 31st ISCIE Symposium. 63(6), 397--403, 2000)
- "Information geometry for symmetric-diffusions." (Potential Analysis. 14, 1--30, 2001)
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"On superhedging under delta constraints." (Applied Mathematical Finance. 9, 103--121, 2002)
- "An approximation for exponential hedging"
(Stochastic Analysis and Related Topics in Kyoto, In honour of Kiyosi Itô,ASPM, 41, 279--299, 2004)
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"Dynamic minimization of worst conditional expectation of shortfall." (Mathematical Finance 14/4, 605--618, 2004)
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"Solving long term investment problems with Cox-Ingersoll-Ross interest rates." (joint work with Hiroaki Hata; Advances in Mathematical Economics, 8, 231--255, 2005)
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"On exponential hedging and related quadratic backward stochastic differential equations" (Applied Mathematics and Optimization, 54/2, 131--158, 2006)
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"A note on long-term optimal portfolios under drawdown constraints" (Advances in Applied Probability, 38/2, 673--692, 2006)
- "On a large deviations control for a linear-quadratic model: the complete dual solution" (Gakuto International Series, Mathematica Sciences and Application, 28; Proceedings of 4th JSIAM-SIMAI meeting, 322--333, 2008)
- "Marginal distribution of some path-dependent stochastic volatility model." (Statistics & Probability Letters, 78, 1846--1850, 2008)
- "A note on the risk-premium process in an equilibrium." ( International Journal of Theoretical and Applied Finance, 11/7, 705--716, 2008)
- ”上下限を持つ金利モデル：時間変更されたBrownian-Path-Independent modelを用いた例” （MTECジャーナル, 9, 1996）
- ”非完備市場におけるDefault-Yield-Spreadの特徴付け：Mean-Variance approach” （MTECジャーナル, 10, 1997）
- ”カオス分解を用いたキャリブレーション” (「フィナンシャルテクノロジーのフロンティア」MTEC創立10周年記念論文集)
- "Quantile hedging for defaultable securities in an incomplete market." (京都大学数理解析研究所講究録, 1165, 215--232)
- "Asymptotic analyses for an exponential hedging problem" (京都大学数理解析研究所講究録, 1391, 212--228)
- "数学を駆使して切り開いた世界：数理ファイナンスと金融工学" (朝日新聞社、サイアス、1999/12月号, 44--48)
- "数理ファイナンス：数学を駆使するファイナンス、あるいはファイナンスに題材を採った数学？" （数学2000/1 岩波書店, 77-)
- ”金融工学” (仁科一彦、小谷真一、長井英生編、第5章執筆、阪大出版会、2003)
- "不確定ボラティリティ下でのデリバティブの複製：数理ファイナンスに現れる非線形偏微分方程式の例" (別冊・数理科学 「微積分の広がり-その魅力と多様な文化-」、2004)
- "動的ポートフォリオ最適化に纏わる問題" (応用数理 17(1), 44-52, 2007)
- ”均衡価格過程から導出されるリスクプレミアムについて”（「フィナンシャルテクノロジーの過去・現在・未来」、創立２０周年記念論文集、三菱UFJトラスト投資工学研究所, 2008）:pdf
- ”粘性解と数理ファイナンス：確率制御の視点から” （貝瀬秀裕氏と共著；数理科学2008年4月号, 39--45）
- "Risk-sensitive portfolio optimization with non-Gaussian initial prior" (unpublished): pdf