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[Alpha] p-projections of random variables and its application to finance
Arai, Takuji - In: International journal of theoretical and applied finance 11 (2008) 8, pp. 869-888
Persistent link: https://www.econbiz.de/10003812855
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An approximate approach to the exponential utility indifference
Arai, Takuji - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
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Good deal bounds with convex constraints
Arai, Takuji - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
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Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
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Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji; Imai, Yuto; Suzuki, Ryoichi - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011454349