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Optimal hedging of prediction...
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Yamada, Yuji
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Primbs, James A.
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ECONIS (ZBW)
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Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
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2
Properties of optimal smooth functions in additive models for hedging multivariate derivatives
Yamada, Yuji
- In:
Asia-Pacific financial markets
19
(
2012
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009629160
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3
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
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4
Special issue on Stanford-Tsukuba Joint Workshop on Financial Engeneering
Yamada, Yuji
(
contributor
)
-
Joint Workshop on Financial Engineering <2, 2007, …
-
2008
Persistent link: https://www.econbiz.de/10003757424
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5
An efficient calibration method for the multi-factor LIBOR market model and its application to the Japanese market
Tanimura, Hidetoshi
;
Yamada, Yuji
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1123-1140
Persistent link: https://www.econbiz.de/10003395991
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6
Optimal trading with cointegrated pairs of stocks
Yamada, Yuji
;
Primbs, James A.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 183-202)
.
2012
Persistent link: https://www.econbiz.de/10009573431
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7
Application of homotopy analysis method to option pricing under Lévy processes
Sakuma, Takayuki
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010358467
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8
A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
Saved in:
9
Properties of multinomial lattices with cumulants for option pricing and hedging
Yamada, Yuji
;
Primbs, James A.
- In:
Asia-Pacific financial markets
11
(
2004
)
3
,
pp. 335-365
Persistent link: https://www.econbiz.de/10003365663
Saved in:
10
Distribution-based option pricing on lattice asset dynamics models
Yamada, Yuji
;
Primbs, James A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 599-618
Persistent link: https://www.econbiz.de/10001743192
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