Presentations
Imai, Junichi
161-171 items (total 171)
A General Dimension Reduction Technique For Derivative Pricing
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title International Conference on Applied Statistics, Actuarial Science and Financial Mathematics（Venue The University of Hong Kong） Dates 2002.12 - 2002.12
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Enhanced Quasi-Monte Carlo Methods With Dimension Reduction
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title the 2002 Winter Simulation Conference（Venue San Diego, California, USA） Dates 2002.12 - 2002.12
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A General Dimension Reduction Technique For Derivative Pricing
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Actuarial Science and Financial Mathematics（Venue The University of Hong Kong） Dates 2002.12 - 2002.12
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
効率的な準モンテカルロ法に関する研究
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category Domestic presentation] Dates 2002.12.20 - 2002.12.20
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A General Dimension Reduction Technique For Derivative Pricing
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Fields Conference on Monte Carlo Methods in Quantitative Finance（Venue University of Western Ontario, Canada） Dates 2002.11 - 2002.11
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A General Dimension Reduction Technique For Derivative Pricing
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title A Seminar in the department of Statistics and Actuarial Science（Venue University of Waterloo, Canada.） Dates 2002.08 - 2002.08
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A General Dimension Reduction Technique For Derivative Pricing
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] Conference Title Workshop on Random Number Generators and Highly Uniform Point Sets（Venue University of Montreal, Canada） Dates 2002.06 - 2002.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Asset Allocation using Quasi Monte Carlo Method
- Speaker
- Phelim Boyle, Junichi Imai
- Conference Title
- [Conference Category International presentation] Conference Title Centre for Financial Research（Venue University of Cambridge, UK） Dates 2002.04 - 2002.04
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Pricing Multifactor Path-dependent Options Using Low-discrepancy Sequence
- Speaker
- Junichi Imai and Ken Seng Tan
- Conference Title
- [Conference Category International presentation] （Venue Ohio, U.S.A.） Dates 2001.08 - 2001.08
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Dynamic Fund Protection
- Speaker
- Junichi Imai and Phelim Boyle
- Conference Title
- [Conference Category International presentation] Conference Title Northern Finance Association(NFA) 2000 Conference（Venue Wilfrid Laurier University, Canada） Dates 2000.09 - 2000.09
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Lattice Approach for Multidimensional Mean Reverting Process
- Speaker
- IMAI Junichi
- Conference Title
- [Conference Category International presentation] Conference Title Conference in Quantitative Methods in Finance (QMF98)（Venue Sydney, Australia） Dates 1998.12 - 1998.12
- Presentation Format
- International presentation
- Conference Category
- Oral presentation (general)