Yuji Umezawa

Available identifiers

zbMath Open umezawa.yujiWikidataQ102429456 ScholiaQ102429456MaRDI QIDQ2866398

List of research outcomes

Publication	Date of Publication	Type
Pricing path-dependent options with discrete monitoring under time-changed Lévy processes	2018-09-18	Paper
An extension of CreditGrades model approach with Lévy processes	2013-12-13	Paper
A limit theorem on maximum value of hedging with a homogeneous filtered value measure	2012-08-20	Paper
The minimal risk of hedging with a convex risk measure	2010-06-02	Paper

Research outcomes over time

This page was built for person: Yuji Umezawa