Junichi Imai

Available identifiers

zbMath Open imai.junichiMaRDI QIDQ496973

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6162254	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6162418	2023-06-15	Paper
A numerical method for hedging Bermudan options under model uncertainty	2022-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q5013084	2021-11-26	Paper
Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process	2021-02-18	Paper
Dimension reduction for pricing options under multidimensional Lévy processes	2017-08-16	Paper
Distributional bounds for portfolio risk with tail dependence	2015-09-23	Paper
Pricing Derivative Securities Using Integrated Quasi--Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment	2015-01-23	Paper
Numerical inverse Lévy measure method for infinite shot noise series representation	2014-06-06	Paper
Comparison of random number generators via Fourier transform	2013-11-26	Paper
On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws	2013-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q3107551	2011-12-24	Paper
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations	2011-05-17	Paper
An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process	2010-06-10	Paper
Computation of optimal portfolios using simulation-based dimension reduction	2009-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3504640	2008-06-11	Paper
Dynamic Fund Protection	2006-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q4453513	2004-03-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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