Properties of optimal smooth functions in additive models for hedging multivariate derivatives

von Yamada, Yuji
Veröffentlicht in Asia-Pacific financial markets (2012)

Optimal hedging of prediction errors using prediction errors

von Yamada, Yuji
Veröffentlicht in Asia-Pacific financial markets (2008)

Optimal hedging of basket barrier options with additive models and its application to equity value separation problem

von Yamada, Yuji
Veröffentlicht in Asia-Pacific financial markets (2017)

Close your last door

Valuation and hedging of weather derivatives on monthly average temperature

von Yamada, Yuji
Veröffentlicht in Journal of risk (200708)

The evolution of capital structure and debt governance : evidence from private equity-backed companies in Japan

von Iioka, Yasutake
Veröffentlicht in Pacific-Basin finance journal (2023)

Sutokuin onryō no kenkyū

von Yamada, Yūji
Veröffentlicht 200517-9-25-

Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market

von Matsumoto, Takuji
Veröffentlicht in Asia-Pacific financial markets (2019)

Application of homotopy analysis method to option pricing under Lévy processes

von Sakuma, Takayuki
Veröffentlicht in Asia-Pacific financial markets (2014)

Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives

von Matsumoto, Takuji
Veröffentlicht in Energy economics (2021)

An efficient calibration method for the multi-factor LIBOR market model and its application to the Japanese market

von Tanimura, Hidetoshi
Veröffentlicht in International journal of theoretical and applied finance (2006)

Properties of multinomial lattices with cumulants for option pricing and hedging

von Yamada, Yuji
Veröffentlicht in Asia-Pacific financial markets (2006)

Pairs trading under transaction costs using model predictive control

von Primbs, James A.
Veröffentlicht in Quantitative finance (2018)

Value-at-risk estimation for dynamic hedging

von Yamada, Yuji
Veröffentlicht in International journal of theoretical and applied finance (2002)

Distribution-based option pricing on lattice asset dynamics models

von Yamada, Yuji
Veröffentlicht in International journal of theoretical and applied finance (2002)

Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints

von Yamada, Yuji
Veröffentlicht in Asia-Pacific financial markets (2018)

Optimal trading with cointegrated pairs of stocks

von Yamada, Yuji
Veröffentlicht in Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011 (2012)

A moment computation algorithm for the error in discrete dynamic hedging

von Primbs, James A.
Veröffentlicht in Journal of banking & finance (2006)

Optimization of staging and trajectory for satellite launching vehicles

von Matsubara, Hideo
Veröffentlicht 1966

Special issue on Stanford-Tsukuba Joint Workshop on Financial Engeneering

Veröffentlicht 2008