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Yuri Imamura

Identifiers

  • name variant Yuri Imamura 0.60 · backfill

Papers (7)

  1. Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$ math.PR · 2018 · author #1
  2. Asymptotic Static Hedge via Symmetrization q-fin.PR · 2018 · author #3
  3. Towards the Exact Simulation Using Hyperbolic Brownian Motion q-fin.CP · 2017 · author #2
  4. The Value of Timing Risk q-fin.PR · 2017 · author #3
  5. On a Symmetrization of Diffusion Processes q-fin.CP · 2012 · author #2
  6. A Numerical Scheme Based on Semi-Static Hedging Strategy q-fin.CP · 2012 · author #1
  7. Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion q-fin.PR · 2011 · author #1

Mentions

  • 1206.5983 #2 · backfill · confidence 0.70 Yuri Imamura
  • 1206.2934 #1 · backfill · confidence 0.70 Yuri Imamura
  • 1104.4548 #1 · backfill · confidence 0.70 Yuri Imamura

Frequent Coauthors