Yuri Imamura
Identifiers
- name variant Yuri Imamura 0.60 · backfill
Papers (7)
- Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$ math.PR · 2018 · author #1
- Asymptotic Static Hedge via Symmetrization q-fin.PR · 2018 · author #3
- Towards the Exact Simulation Using Hyperbolic Brownian Motion q-fin.CP · 2017 · author #2
- The Value of Timing Risk q-fin.PR · 2017 · author #3
- On a Symmetrization of Diffusion Processes q-fin.CP · 2012 · author #2
- A Numerical Scheme Based on Semi-Static Hedging Strategy q-fin.CP · 2012 · author #1
- Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion q-fin.PR · 2011 · author #1
Mentions
Frequent Coauthors
- Jiro Akahori 3 shared papers
- Flavia Barsotti 2 shared papers
- Katsuya Takagi 1 shared papers
- Takuya Kawagoe 1 shared papers
- Toshiki Okumura 1 shared papers
- Yuta Ishigaki 1 shared papers
- Yuuki Ida 1 shared papers