The following pages link to Junichi Imai (Q496973):
Displaying 16 items.
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Comparison of random number generators via Fourier transform (Q2864772) (← links)
- Pricing Derivative Securities Using Integrated Quasi--Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment (Q2940001) (← links)
- Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations (Q2998013) (← links)
- (Q3107551) (← links)
- (Q3504640) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- (Q4453513) (← links)
- (Q5013084) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
