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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of International Financial Markets, Institutions and Money"
~isPartOf:"SFB 649 Discussion Papers"
~person:"Yamada, Yuji"
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Yamada, Yuji
Härdle, Wolfgang
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5
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Joint Workshop on Financial Engineering <2, 2007, Stanford, Calif.>
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Asia-Pacific financial markets
Journal of International Financial Markets, Institutions and Money
SFB 649 Discussion Papers
Asia-Pacific Financial Markets
5
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1
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
2
Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints
Yamada, Yuji
;
Primbs, James A.
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012032980
Saved in:
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Optimal hedging of prediction errors using prediction errors
Yamada, Yuji
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10003757439
Saved in:
8
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:
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