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
