Yuto Imai

Identifiers

• name variant Yuto Imai 0.60 · backfill

Papers (6)

1. Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models q-fin.CP · 2018 · author #2
2. A closed-form representation of mean-variance hedging for additive processes via Malliavin calculus q-fin.MF · 2017 · author #2
3. On the difference between locally risk-minimizing and delta hedging strategies for exponential L\'evy models q-fin.CP · 2016 · author #2
4. Numerical analysis on local risk-minimization forexponential L\'evy models q-fin.CP · 2015 · author #2
5. Local risk-minimization for Barndorff-Nielsen and Shephard models q-fin.MF · 2015 · author #2
6. Quaternifiations and extensions of current algebras on S^3 math-ph · 2013 · author #2

Mentions

• 1506.03898 #2 · backfill · confidence 0.70 Yuto Imai
• 1503.08589 #2 · backfill · confidence 0.70 Yuto Imai
• 1306.5030 #2 · backfill · confidence 0.70 Yuto Imai

Frequent Coauthors

• Takuji Arai 5 shared papers
• Ryoichi Suzuki 2 shared papers
• Ryo Nakashima 1 shared papers
• Tosiaki Kori 1 shared papers