IMAMURA Yuri

J-GLOBAL         Last updated: Mar 29, 2019 at 03:10
 
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Name
IMAMURA Yuri
Affiliation
Tokyo University of Science
Section
Tokyo University of Science, School of Management, Department of Business Economics
Job title
Assistant Professor
Degree
The study on stochastic processes with reflecting barrier and its application .....(Ritsumeikan University)

Research Areas

 
 

Academic & Professional Experience

 
2012
 - 
2013
Administrative Assistant, Department of Mathematical Science, Ritsumeikan University
 
2013
 - 
2016
Assistant Professor, Department of Mathematical Science, Ritsumeikan University
 
2016
   
 
Assistant Professor, School of Management, Tokyo University of science,
 

Education

 
 
 - 
2007
Department of Mathematical Sciences, Faculty of Science, Ritsumeikan University
 
 
 - 
2009
Mathematics, Graduate School, Division of Integrated Science, Ritsumeikan University
 
 
 - 
2011
Mathematcs, Graduate School, Division of Integrated Science, Ritsumeikan University
 

Committee Memberships

 
Apr 2018
 - 
Mar 2021
The Japan Society for Industrial and Applied Mathematics  editorial committee member
 
Jul 2015
 - 
Jun 2017
The Japanese Association of Financial Econometrics and Engineering  第12期広報担当理事
 
Jul 2013
 - 
Jun 2015
The Japanese Association of Financial Econometrics and Engineering  第11期広報担当理事
 

Published Papers

 
Yuuki Ida, Yuri Imamura
JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS   34(3) 833-843   Nov 2017   [Refereed]
A Numerical Scheme Based on Semi-Static Hedging Strategy
Yuri Imamura, Yuta Ishigaki, Toshiki Okumura
Monte Carlo Methods and Applications   20(4) 223-235   Dec 2014   [Refereed]
On a Symmetrization of Diffusion Processes
Jirô Akahori and Yuri Imamura
QUANTITATIVE FINANCE   14(7) 1211-1216   Dec 2013   [Refereed]
Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi dimensional Brownian Motion
Yuri Imamura, Katsuya Takagi
Asia-Pacific Financial Markets   1(20) 71-81   Mar 2013   [Refereed]
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   242-245   2012   [Refereed]

Conference Activities & Talks

 
Static Hedge with a Generalized Reflection Principle
今村 悠里
Dirichlet Forms and Stochastic Analysis   4 Nov 2017   
Asymptotic hedging of barrier option via parametrix
Jiro Akahori, Yuri Imamura, Flavia Barsotti
Financial and Actuarial Mathematics Seminars   16 Mar 2017   
Asymptotic Static Hedge via Symmetrization
Jiro Akahori, Yuri Imamura, Flavia Barsotti
Joint Risk & Stochastics and Financial Mathematics Seminars   13 Mar 2017   
A New Numerical Scheme for the Price of Barrier Options Based on a Symmetrization of Diffusion Processes
Yuri Imamura
Workshop on SDEs and Stochastic Processes   29 Apr 2016   

Teaching Experience