山田 雄二(ヤマダ ユウジ)

研究者情報全体を表示

会議発表等

• A moment computation algorithm for the error in discrete dynamic hedging
  Primbs JA; Yamada Y
  International Conference on Modeling, Optimization and Risk Management in Finance/2003-03--2003-03
• Option valuation and hedging using multinomial lattices with cumulants
  Yamada Yuji; Primbs James A.
  American Control Conference 2006/2006/6/14--2006/6/16