Published papers
Imai, Junichi
41-43 items (total 43)
米国金先物市場におけるアメリカンオプションの価格評価分析
- Author
- 杉浦大輔, 今井 潤一
- Publication Title
- (Publication Date）2015）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Dimension Reduction for Pricing Options under Multidimensional Levy Processes
- Author
- Junichi Imai
- Publication Title
- Magazine name Asia-Pacific Financial Markets Publisher Springer Volume 22(Issue 1) Start Page 1 - End Page 26 (Publication Date）2015）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
リアルオプションアプローチによる平均回帰過程の下での投資タイミングの分析
- Author
- Fukui Yuta, IMAI Junichi
- Publication Title
- Volume 7(Issue 2) Start Page 37 - End Page 57 (Publication Date）2015/12）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With