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Researcher Information

last modified:2019/08/28

Assistant Professor Yuri Imamura

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Faculty, Affiliation

Faculty of Mathematics and Physics, Institute of Science and Engineering

College and School Educational Field

Division of Mathematical and Physical Science, Graduate School of Natural Science and Technology

Laboratory

Academic Background

Career

Year & Month of Birth

Academic Society


The Japanese Association of Financial Econometrics and Engineering
The Japanese Association of Financial Econometrics and Engineering
The Japanese Association of Financial Econometrics and Engineering
The Japanese Association of Financial Econometrics and Engineering

Award

Specialities

Speciality Keywords

Research Themes

Books

Papers

  •  Towards the exact simulation using hyperbolic Brownian motion Yuuki Ida, Yuri Imamura Japan Journal of Industrial and Applied Mathematics 34 3 833-843 2017/11
  •  On a symmetrization of diffusion processes Jiro Akahori, Yuri Imamura Quantitative Finance  14 7 1211-1216 2014
  •  A numerical scheme based on semi-static hedging strategy uri Imamura, Yuta Ishigaki, Toshiki Okumura Monte Carlo Methods and Applications 20 4 223-235 2014/12/01
  •  Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion Yuri Imamura, Katsuya Takagi Asia-Pacific Financial Markets 20 1 71-81 2013/03
  •  Some Simulation Results of the Put-Call Symmetry Method Applied to Stochastic Volatility Models Yuri Imamura, Yuta Ishigaki, Takuya Kawagoe, Toshiki Okumura The Proceedings of 43rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications 2011/10/28

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  •  A remark on static hedging of options written on the last exit time Yuri Imamura Review of Derivatives Research 14 3 333-347 2011/10
  •  On the Pricing of Options Written on the Last Exit Time Jirô Akahori, Yuri Imamura, Yuko Yano Methodology and Computing in Applied Probability 11 661-668 2009/12

Conference Presentations

Arts and Fieldwork

Patent

Theme to the desired joint research

Grant-in-Aid for Scientific Research

Classes (Bachelors)

Classes (Graduate Schools)

International Project

International Students

Lecture themes

Others (Social Activities)

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