Takayuki Sakuma

Identifiers

• name variant Takayuki Sakuma 0.60 · backfill

Papers (2)

1. Robust Hedging Valuation Adjustment under Liquidity--Demand Stress q-fin.RM · 2026 · author #1
2. Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps q-fin.CP · 2026 · author #1

Mentions

• 2606.26731 #1 · arxiv_oai · confidence 0.70 Takayuki Sakuma
• 2603.07600 #1 · arxiv_oai · confidence 0.70 Takayuki Sakuma