Presentations
Imai, Junichi
121-140 items (total 171)
An Enhanced Quasi-Monte Carlo Method for simulating Le’vy Process
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2008.12.07 - 2008.12.07
- Organizer
- 大阪大学金融・保険教育センター(CSFI)
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A numerical approach for accelerating QMC method under the Generalized Hyperbolic Le’vy Process
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2008.11.19 - 2008.11.19
- Organizer
- 日本オペレーションズ・リサーチ学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
マルコフ完全均衡と離散選択モデルを用いた イノベーションのジレンマの分析
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Organizer JAROS Dates 2008.11.09 - 2008.11.09
- Organizer
- JAROS
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
レヴィ過程のための（準）モンテカルロ・シミュレーション
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Organizer JAROS Dates 2008.11.08 - 2008.11.08
- Organizer
- JAROS
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
リアルオプションアプローチによるイノベーション選択
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2008.09.28 - 2008.09.28
- Organizer
- 日本経営財務研究学会
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
"An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process",
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title 12th International Congress on Insurance: Mathematics & Economics（Venue School of Economics and Management, Tsinghua University, Dalian, China） Dates 2008.07.16 - 2008.07.16
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
An Enhanced Quasi-Monte Carlo Method for simulating generalized hyperbolic Levy process
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing(MCQMC2008)（Venue Université de Montréal, CANADA） Dates 2008.07.06 - 2008.07.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
"An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process"
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title 2008 Daiwa Young Researchers' International Workshop on Finance（Venue Kyoto University） Dates 2008.03.03 - 2008.03.03
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Le'vy process"
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.11.20 - 2007.11.20
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage
- Speaker
- Junichi Imai and Takahiro Watanabe
- Conference Title
- [Conference Category International presentation] Conference Title 11th Annual International Conference on Real Options,（Venue University of California,USA） Dates 2007.06 - 2007.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
リアルオプション分析の現状
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.02.03 - 2007.02.03
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
Enhancing the Dimension Reduction Technique Using the Effective Dimension Distribution
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Bachelier Finance Society 4th World Congress（Venue Hitotsubashi University, Tokyo, Japan.） Dates 2006.08 - 2006.08
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
リアル・オプションの概要と最近の研究動向
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.07.22 - 2006.07.22
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
The Enhanced LT method using Effective Dimension Distribution
- Speaker
- Phelim Boyle, Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Festkolloquium in Honour of Phelim Boyle（Venue University of Waterloo, CANADA） Dates 2006.06 - 2006.06
- Presentation Format
- International presentation
- Conference Category
- Oral presentation (general)
Valuing Switching Options by Simulation and an Application to Oil Refinery
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title 10th Annual International Conference on Real Options（Venue New York, U.S.A.） Dates 2006.06 - 2006.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
リアル オプション ―変化の激しい現代における戦略的な意思決定法―
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.05.15 - 2006.05.15
- Organizer
- 日本証券アナリスト協会
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (invited, special)
A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly
- Speaker
- Junichi Imai and Takahiro Watanabe
- Conference Title
- [Conference Category International presentation] Conference Title Stochastic Processes and Applications to Mathematical Finance（Venue Ritsumeikan University, JAPAN） Dates 2006.03 - 2006.03
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
ストックオプションの公正価値の測定
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.02 - 2006.02
- Organizer
- エスエヌコーポレートアドバイザリー株式会社
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (invited, special)
A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly"
- Speaker
- Junichi Imai and Takahiro Watanabe
- Conference Title
- [Conference Category International presentation] Conference Title ISER SEMINAR SERIES:Winter 2006（Venue Osaka University） Dates 2006.02.22 - 2006.02.22
- Presentation Format
- International presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Lévy Market
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title The Quantitative Methods in Finance 2013 Conference（Venue Hilton Hotel, Sydney, Australia） Dates 2013.12.17 - 2013.12.17
- Invitation Status
- Without
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)