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Imamura, Yuri
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1

Numerical computation of Gerber–Shiu function for insurance..:

Punaluek, Sutipon ; Imamura, Yuri
International Journal of Mathematics for Industry.  15 (2023)  1 - p. , 2023
Link: https://doi.org/10.1142/..
 
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2

On the convergence order of a binary tree approximation of ..:

Akahori, Jirô ; Fan, Jie Yen ; Imamura, Yuri
Mathematics and Computers in Simulation.  211 (2023)  - p. 263-277 , 2023
Link: https://doi.org/10.1016/..
 
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3

Carr–Nadtochiy's weak reflection principle for Markov chain..:

Imamura, Yuri
Japan Journal of Industrial and Applied Mathematics.  38 (2020)  1 - p. 257-267 , 2020
Link: https://doi.org/10.1007/..
 
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4

Correction to: Carr–Nadtochiy's weak reflection principle f..:

Imamura, Yuri
Japan Journal of Industrial and Applied Mathematics.  38 (2020)  1 - p. 269-269 , 2020
Link: https://doi.org/10.1007/..
 
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5

Correction to: Towards the exact simulation using hyperboli..:

Ida, Yuuki ; Imamura, Yuri
Japan Journal of Industrial and Applied Mathematics.  35 (2018)  3 - p. 1303-1308 , 2018
Link: https://doi.org/10.1007/..
 
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6

Towards the exact simulation using hyperbolic Brownian moti..:

Ida, Yuuki ; Imamura, Yuri
Japan Journal of Industrial and Applied Mathematics.  34 (2017)  3 - p. 833-843 , 2017
Link: https://doi.org/10.1007/..
 
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7

On a symmetrization of diffusion processes:

Akahori, Jirô ; Imamura, Yuri
Quantitative Finance.  14 (2013)  7 - p. 1211-1216 , 2013
Link: https://doi.org/10.1080/..
 
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8

Semi-Static Hedging Based on a Generalized Reflection Princ..:

Imamura, Yuri ; Takagi, Katsuya
Asia-Pacific Financial Markets.  20 (2012)  1 - p. 71-81 , 2012
Link: https://doi.org/10.1007/..
 
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9

Influence of Menstruation on the Microbiota of Healthy Wome..:

Shiraishi, Tsukasa ; Fukuda, Kazumasa ; Morotomi, Nobuo...
Japanese Journal of Infectious Diseases.  64 (2011)  1 - p. 76-80 , 2011
Link: https://doi.org/10.7883/..
 
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10

A remark on static hedging of options written on the last e..:

Imamura, Yuri
Review of Derivatives Research.  14 (2010)  3 - p. 333-347 , 2010
Link: https://doi.org/10.1007/..
 
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11

On the Pricing of Options Written on the Last Exit Time:

Akahori, Jirô ; Imamura, Yuri ; Yano, Yuko
Methodology and Computing in Applied Probability.  11 (2008)  4 - p. 661-668 , 2008
Link: https://doi.org/10.1007/..
 
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12

Carr-Nadtochiy's Weak Reflection Principle for Markov Chain..:

Imamura, Yuri
http://arxiv.org/abs/1810.00418.  , 2018
Link: http://arxiv.org/abs/181..
 
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13

Asymptotic Static Hedge via Symmetrization:

Akahori, Jiro ; Barsotti, Flavia ; Imamura, Yuri
http://arxiv.org/abs/1801.04045.  , 2018
Link: http://arxiv.org/abs/180..
 
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14

The Value of Timing Risk:

Akahori, Jiro ; Barsotti, Flavia ; Imamura, Yuri
http://arxiv.org/abs/1701.05695.  , 2017
Link: http://arxiv.org/abs/170..
 
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15

Towards the Exact Simulation Using Hyperbolic Brownian Moti..:

Ida, Yuuki ; Imamura, Yuri
http://arxiv.org/abs/1705.00864.  , 2017
Link: http://arxiv.org/abs/170..
 
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