The following pages link to Yuri Imamura (Q487518):
Displaying 9 items.
- A numerical scheme based on semi-static hedging strategy (Q487521) (← links)
- A remark on static hedging of options written on the last exit time (Q660160) (← links)
- On the pricing of options written on the last exit time (Q1041303) (← links)
- Correction to: ``Towards the exact simulation using hyperbolic Brownian motion'' (Q1630241) (← links)
- Towards the exact simulation using hyperbolic Brownian motion (Q1684776) (← links)
- Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440) (← links)
- Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
- Correction to: ``Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)'' (Q2024612) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
