Kyo Yamamoto
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication Quantitative Finance | 2014-01-23 | Paper |
| Probability distribution and option pricing for drawdown in a stochastic volatility environment International Journal of Theoretical and Applied Finance | 2010-05-27 | Paper |
| A remark on a singular perturbation method for option pricing under a stochastic volatility model Asia-Pacific Financial Markets | 2009-12-11 | Paper |
Research outcomes over time
This page was built for person: Kyo Yamamoto
