今井 悠人

Practical and low-cost methods to protect Japanese books from mold damage caused by Aspergillus chevalieri 

npj Heritage Science 13(1) 2025年7月8日  査読有り最終著者責任著者

Monte Carlo simulation for Barndorff–Nielsen and Shephard model under change of measure 

Mathematics and Computers in Simulation 218 223-234 2024年4月  査読有り

A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes 

Journal of Applied Probability 2024年  査読有り

Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models 

22 1-24 2018年  査読有り

A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus 

Applied Mathematical Finance 25(3) 247-267 2018年  査読有り

On the difference between locally risk-minimizing and delta hedging strategies for exponential Le’vy model 

Japan J. Indust. Appl. Math. 34(3) 845-858 2017年11月  査読有り

Local risk-minimization for Barndorff-Nielsen and Shephard models 

FINANCE AND STOCHASTICS 21(2) 551-592 2017年4月  査読有り

Numerical approaches to local risk-minimization for exponential Lévy models 

Waseda University 19(2) 2016年3月1日  査読有り

Numerical analysis on local risk-minimization for exponential L e’vy models 

International Journal of Theoretical and Applied Finance 19(2) 2016年3月1日  査読有り

Quaternifications and Extensions of Current Algebras on S-3 

SYMMETRY-BASEL 7(4) 2150-2180 2015年12月  査読有り

Lie algebra extensions of current algebras on S-3 

INTERNATIONAL JOURNAL OF GEOMETRIC METHODS IN MODERN PHYSICS 12(9) 2015年10月  査読有り

Comparison of Local Risk Minimization and Delta Hedging for Exponential Le’vy Models 

JSIAM Letters 7 77-80 2015年  査読有り