Yuji Umezawa
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Person:2866398
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 |
|---|---|---|
| Pricing path-dependent options with discrete monitoring under time-changed Lévy processes Applied Mathematical Finance | 2018-09-18 | Paper |
| An extension of CreditGrades model approach with Lévy processes Quantitative Finance | 2013-12-13 | Paper |
| A limit theorem on maximum value of hedging with a homogeneous filtered value measure Journal of Mathematical Sciences. University of Tokyo | 2012-08-20 | Paper |
| The minimal risk of hedging with a convex risk measure Advances in Mathematical Economics | 2010-06-02 | Paper |
Research outcomes over time
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