Yuri Imamura

Available identifiers

Publication	Date of Publication	Type
Numerical computation of Gerber-Shiu function for insurance surplus process with additional investment	2024-05-29	Paper
On the convergence order of a binary tree approximation of symmetrized diffusion processes	2023-06-29	Paper
Hedging error as generalized timing risk	2023-06-20	Paper
Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)	2021-05-04	Paper
Correction to: ``Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)	2021-05-04	Paper
On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models	2020-09-23	Paper
Correction to: ``Towards the exact simulation using hyperbolic Brownian motion	2018-12-07	Paper
Asymptotic Static Hedge via Symmetrization	2018-01-11	Paper
Towards the exact simulation using hyperbolic Brownian motion	2017-12-12	Paper
On a symmetrization of diffusion processes	2015-04-08	Paper
A numerical scheme based on semi-static hedging strategy	2015-01-22	Paper
Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion	2013-04-08	Paper
A remark on static hedging of options written on the last exit time	2012-01-26	Paper
On the pricing of options written on the last exit time	2009-12-02	Paper

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