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Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
Imamura, Yuri
;
Takagi, Katsuya
- In:
Asia-Pacific financial markets
20
(
2013
)
1
,
pp. 71-81
Persistent link: https://www.econbiz.de/10009718880
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An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
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