| Valuation of mortgage-backed securities based upon a structural approach N Nakamura Asia-Pacific Financial Markets 8, 259-289, 2001 | 25 | 2001 |
| ダイナミック非対称 t コピュラを用いた新興国国債市場の相互依存構造に関する研究 夷藤翔， 中村信弘 ジャフィー・ジャーナル 17, 45-66, 2019 | 5 | 2019 |
| Superstring inspired models and the top quark mass N Nakamura, I Umemura, K Yamamoto Progress of Theoretical Physics 79 (2), 502-518, 1988 | 4 | 1988 |
| Proton-helium scattering at 1 GeV and nuclear correlation N Nakamura, Y Takahashi, T Kohmura Physics Letters B 60 (5), 439-441, 1976 | 4 | 1976 |
| PDE-based bayesian inference of CEV dynamics for credit risk in stock prices K Kato, N Nakamura Asia-Pacific Financial Markets 31 (2), 389-421, 2024 | 3 | 2024 |
| Numerical approach to asset pricing models with stochastic differential utility N Nakamura Asia-Pacific Financial Markets 11, 267-300, 2004 | 3 | 2004 |
| Dynamic Relation between Volatility Risk Premia of Stock and Oil Returns N Nakamura, K Ōhashi RIETI, 2018 | 2 | 2018 |
| Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities A Kashiwabara, N Nakamura Asia-Pacific Financial Markets 18, 131-150, 2011 | 2 | 2011 |
| A detailed renormalization group analysis in superstring inspired models N Nakamura, I Umemura, K Yamamoto Progress of theoretical physics 81 (2), 482-497, 1989 | 2 | 1989 |
| On the renormalization group evolution of gauge couplings with several U (1) factors N Nakamura, I Umemura, K Yamamoto Physics Letters B 212 (2), 198-202, 1988 | 2 | 1988 |
| Optimal Risk Transfer and Investment Policies Based upon Stochastic Differential Utilities N Nakamura Proceedings of the 22-th JAFEE meeting (2004:Winter), 420-439, 2004 | 1 | 2004 |
| Masses and anomalous magnetic moments of composite fermions by non-renormalizable supersymmetric interactions N Nakamura, K Tabata, I Umemura Physics Letters B 144 (1-2), 76-82, 1984 | 1 | 1984 |
| Geometrical indication of dips in diffraction pattern N Nakamura, T Kohmura, T Negishi Progress of Theoretical Physics 54 (4), 1245-1247, 1975 | 1 | 1975 |
| Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy K Kato, N Nakamura Physica A: Statistical Mechanics and its Applications 612, 128489, 2023 | | 2023 |
| 確率的依存構造をもつコピュラモデル ー 統計的推定方法と計量ファイナンスへの応用 ー 野澤勇樹中村信弘 統計数理 68 (1), 1-20, 2020 | | 2020 |
| Variance Risk Premium: Theoretical and Empirical Evidence of Return Predictability NN Yusuke Tomishima Proceedings of the 52-th JAFEE meeting (2019:Winter) 日本金融・証券計量・工学 …, 2020 | | 2020 |
| Return Predictability and Variance Risk Premia in Stochastic Volatility Model with Self-Exciting Jumps N Nakamura Proceedings of the 52-th JAFEE meeting (2019:winter) ,日本金融・証券計量・工学 …, 2020 | | 2020 |
| ODE-Based Bayesian Inference of VIX Dynamics Adapted to VIX Futures,VVIXs, and VIX Options N Nakamura Proceedings of the 51-th JAFEE meeting, (2019:Summer), 日本金融・証券計量・工 …, 2019 | | 2019 |
| Option Pricing Models Driven by Self- and Mutually-Exciting Jump Diffusion Processes NN Yada Akira Proceedings of the 50-th JAFEE meeting, (2018:Winter), 日本金融・証券計量・工 …, 2019 | | 2019 |
| Non-Affine and Non-Reduced Form Approach to Pricing of VIX and VVIX:Quadratic Diffusion Model N Nakamura Proceedings of the 49-th JAFEE meeting, (2018:Summer), 日本金融・証券計量・工 …, 2018 | | 2018 |
