A Numerical Method for Hedging Bermudan Options under Model Uncertainty von Imai, Junichi

Volltext

Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process von Imai, Junichi

Volltext

Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes von Imai, Junichi

Volltext

On finite truncation of infinite shot noise series representation of tempered stable laws von Imai, Junichi, Kawai, Reiichiro

Volltext

Comparison of random number generators via Fourier transform von Imai, Junichi

Volltext

ESTIMATING PARAMETERS FOR TECHNOLOGY INVESTMENTS: AN APPLICATION TO 3D PRINTING von Schneider, Robin, Hirakawa, Hitoshi, Hosoda, Noboru, Jin, Rong, Imai, Junichi

Volltext

Development of a self‐heated‐stage for high‐speed process of titanium by reactive ion etching von Kiryu, Yuya, Han, Gang, Imai, Junichi, Sohgawa, Masayuki, Abe, Takashi

Volltext

Dimension reduction for Quasi-Monte Carlo methods via quadratic regression von Imai, Junichi, Tan, Ken Seng

Volltext

An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process von Imai, Junichi, Tan, Ken Seng

Volltext

Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations von Imai, Junichi, Kawai, Reiichiro

Volltext

Enhanced electrochemical response in oxidative differential pulse voltammetry of dopamine in the presence of ascorbic acid at carboxyl-terminated boron-doped diamond electrodes von Kondo, Takeshi, Niwano, Yu, Tamura, Akira, Imai, Junichi, Honda, Kensuke, Einaga, Yasuaki, Tryk, Donald A., Fujishima, Akira, Kawai, Takeshi

Volltext

Development of Self‐Heated Stage Suitable for Thermal Assist Reactive Ion Etching of the Functional Metals von MURATA, YUKI, HAN, GANG, OHKAWA, DAIKI, IMAI, JUNICHI, SOHGAWA, MASAYUKI, ABE, TAKASHI

Volltext

Numerical inverse Lévy measure method for infinite shot noise series representation von Imai, Junichi, Kawai, Reiichiro

Volltext

Pricing Derivative Securities Using Integrated Quasi--Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment von Imai, Junichi, Tan, Ken Seng

Volltext

Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity von Imai, Junichi, Tsujimura, Motoh

Volltext

An Empirical Analysis of the Dependence Structure of International Equity and Bond Markets Using Regime-switching Copula Model von Otani, Yuko, Imai, Junichi

Volltext

Reaction of the Hydrogen-bonded Hexamolybdoplatinate Tetramer [H23(PtMo6O24)4]9− with Methanol: Formation of the Methylated Hydrogen-bonded Hexamolybdoplatinate Trimer [(H4Me2PtMo6... von Imai, Junichi, Ozeki, Tomoji, Yagasaki, Atsushi

Volltext

Reaction of the Hydrogen-bonded Hexamolybdoplatinate Tetramer [H23(PtMo6O24)4]9- with Methanol von Imai, Junichi, Ozeki, Tomoji, Yagasaki, Atsushi

Volltext

User-based Valuation of Digital Subscription Business Models von Schneider, Robin, Imai, Junichi

Volltext

Distributional Bounds for Portfolio Risk with Tail Dependence von So, Kunio, Imai, Junichi

Volltext