• East Asian mathematical journal
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• 제31권1호
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• pp.91-101
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• 2015

An explicit expression of the optimal investment strategy corresponding to the HARA utility function under the constant elasticity of variance (CEV) model has been given by Jung and Kim [6]. In this paper we give an explicit expression of the optimal solution for the extended logarithmic utility function. And we prove an a.s. convergence of the HARA solutions to the extended logarithmic one.

• East Asian mathematical journal
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• 제34권1호
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• pp.1-16
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• 2018

We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

• East Asian mathematical journal
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• 제33권1호
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• pp.23-36
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• 2017

We study an optimization problem for HARA utility function under a multi-scale Heston's stochastic volatility model. We investigate a practical strategy that do not depend on the incorporated factor which is unobservable in the market.

• Clinical Endoscopy
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• 제56권2호
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• pp.221-228
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• 2023

Background/Aims: Endoscopic ultrasound-guided tissue acquisition (EUS-TA) is essential for the diagnosis of pancreatic cancer. The feasibility of comprehensive genomic profiling (CGP) using samples obtained by EUS-TA has been under recent discussion. This study aimed to evaluate the utility of EUS-TA for CGP in a clinical setting. Methods: CGP was attempted in 178 samples obtained from 151 consecutive patients with pancreatic cancer at the Aichi Cancer Center between October 2019 and September 2021. We evaluated the adequacy of the samples for CGP and determined the factors associated with the adequacy of the samples obtained by EUS-TA retrospectively. Results: The overall adequacy for CGP was 65.2% (116/178), which was significantly different among the four sampling methods (EUS-TA vs. surgical specimen vs. percutaneous biopsy vs. duodenal biopsy, 56.0% [61/109] vs. 80.4% [41/51] vs. 76.5% [13/17] vs. 100.0% [1/1], respectively; p=0.022). In a univariate analysis, needle gauge/type was associated with adequacy (22 G fine-needle aspiration vs. 22 G fine-needle biopsy [FNB] vs. 19 G-FNB, 33.3% (5/15) vs. 53.5% (23/43) vs. 72.5% (29/40); p=0.022). The sample adequacy of 19 G-FNB for CGP was 72.5% (29/40), and there was no significant difference between 19 G-FNB and surgical specimens (p=0.375). Conclusions: To obtain adequate samples for CGP with EUS-TA, 19 G-FNB was shown to be the best in clinical practice. However, 19 G-FNB was not still sufficient, so further efforts are required to improve adequacy for CGP.

• Clinical Endoscopy
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• 제56권3호
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• pp.367-374
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• 2023

Background/Aims: Endoscopic ultrasound (EUS)-guided fine-needle aspiration (FNA) using oblique-view EUS in patients with a surgically altered anatomy (SAA) of the upper gastrointestinal tract is limited because of difficult scope insertion due to the disturbed anatomy. This study aimed to investigate the efficiency of forward-view (FV)-EUS in performing FNA in patients with a SAA. Methods: We retrospectively investigated 32 patients with a SAA of the upper gastrointestinal tract who visited Aichi Cancer Center Hospital in Nagoya, Japan, between January 2014 and December 2020. We performed upper gastrointestinal EUS-FNA using FV-EUS combined with fluoroscopic imaging to confirm tumor recurrence or to make a decision before chemotherapy or after a failure of diagnosis by radiology. Results: We successfully performed EUS-FNA in all studied patients (100% technical success), with the specificity, sensitivity, and accuracy of 100%, 87.5%, and 87.8%, respectively, with no complications. Conclusions: EUS-FNA using FV-EUS combined with fluoroscopic imaging is an effective and safe technique for tissue acquisition in patients with a SAA.