Kyo Yamamoto

From MaRDI portal
Person:1044239

Available identifiers

zbMath Open yamamoto.kyoMaRDI QIDQ1044239

List of research outcomes





PublicationDate of PublicationType
Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication2014-01-23Paper
PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT2010-05-27Paper
A remark on a singular perturbation method for option pricing under a stochastic volatility model2009-12-11Paper

Research outcomes over time

This page was built for person: Kyo Yamamoto

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:1044239&oldid=5861148"
Powered by MediaWiki