論文 Some perpetual integral functionals of the three-dimensional Bessel process Stochastics and Dynamics,23:2350008 1-2350008 31 2023 Author:Yukihiro Tsuzuki
Rebalancing Static Super-Replications Journal of Financial Engineering,4(1):1750003-1-1750003-23 2017 Author:Takahashi, A. and Tsuzuki, Y.
A New Improvement Scheme for Approximation Methods of Probability Density Functions Journal of Computational Finance,19(4):73-94 2016 Author:Takahashi, A. and Tsuzuki, Y.
No-arbitrage bounds on two one-touch options International Journal of Theoretical and Applied Finance,18(3):1550021-1-1550021-22 2015 Author:Tsuzuki, Y.
Pricing bounds on quanto option The Journal of Derivatives,23(2):53—61 2015 Author:Tsuzuki, Y.
Pricing bounds on barrier options Journal of Futures Markets,34(12):1170—1184 2014 Author:Tsuzuki, Y.
On optimal super-hedging and sub-hedging strategies International Journal of Theoretical and Applied Finance,16(6):1350038-1-1350038-17 2013 Author:Tsuzuki, Y.
Hedging European Derivatives With The Polynomial Variance Swap Under Uncertain Volatility Environments International Journal of Theoretical and Applied Finance,14(04):485-505 2011 Author:Takahashi, A., Tsuzuki, Y. and Yamazaki, A.
講演・口頭発表等 Explicit Laplace Transforms of Perpetual Integral Functionals of the Three-dimensional Bessel Process 日本応用数理学会第19回研究部会連合発表会 2023(Mar. 09) Presenter:都築幸宏
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