Yuto Imai

Available identifiers

zbMath Open imai.yutoMaRDI QIDQ522066

List of research outcomes

Publication	Date of Publication	Type
Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure	2024-04-16	Paper
Comparison of local risk minimization and delta hedging strategy for exponential Lévy models	2019-03-18	Paper
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus	2018-12-18	Paper
Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models	2018-11-27	Paper
On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models	2017-12-12	Paper
Quaternifications and extensions of current algebras on \(S^3\)	2017-09-27	Paper
Local risk-minimization for Barndorff-Nielsen and Shephard models	2017-04-13	Paper
NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS	2016-04-14	Paper
Lie algebra extensions of current algebras on S3	2015-11-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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