Yuto Imai

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Affiliation: Associate Professor, Faculty of International Politics and Economics, Nishogakusha University
: Adjunct Researcher, Waseda University
: 首都大学東京大学院経営学研究科経営学専攻ファイナンスプログラム

Degree: Doctor of Science(Waseda University)
Master of Business Administration(Waseda University)
Master of Science(Waseda University)
Bachelor of Engineering(Waseda University)

J-GLOBAL ID: 201401044254299990
researchmap Member ID: 7000007449

Research Interests

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Research History

Apr, 2019 - Present

Graduate School of Management Department of Management Master of Finance Program, Tokyo Metropolitan University
Apr, 2019 - Present

Associate Professor, Faculty of International Politics and Economics, Nishogakusha University
Mar, 2017 - Present

Adjunct Researcher, Research Institute for Science and Engineering, Waseda University
Apr, 2018 - Mar, 2019

Assistant Professor, Graduate School of Management Department of Management Master of Finance Program, Tokyo Metropolitan University
Mar, 2017 - Mar, 2018

Researcher, Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd.
Apr, 2014 - Feb, 2017

Associate Researcher, School of Fundamental Science and Engineering Department of Mathematics, Waseda University

Papers

Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models

Takuji Arai, Yuto Imai, Ryo Nakashima

22, 2018 Peer-reviewed
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus

Takuji Arai, Yuto Imai

Applied Mathematical Finance, 2018 Peer-reviewed
On the difference between locally risk-minimizing and delta hedging strategies for exponential L,vy models

Takuji Arai, Yuto Imai

JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, 34(3) 845-858, Nov, 2017 Peer-reviewed
Local risk-minimization for Barndorff-Nielsen and Shephard models

Takuji Arai, Yuto Imai, Ryoichi Suzuki

FINANCE AND STOCHASTICS, 21(2) 551-592, Apr, 2017 Peer-reviewed
Numerical analysis on local risk-minimization for exponential lévy models

Takuji Arai, Yuto Imai, Ryoichi Suzuki

International Journal of Theoretical and Applied Finance, 19(2), Mar 1, 2016 Peer-reviewed
Numerical analysis on local risk-minimization for exponential lévy models

Takuji Arai, Yuto Imai, Ryoichi Suzuki

International Journal of Theoretical and Applied Finance, 19(2), Mar 1, 2016 Peer-reviewed
Quaternifications and Extensions of Current Algebras on S-3

Tosiaki Kori, Yuto Imai

SYMMETRY-BASEL, 7(4) 2150-2180, Dec, 2015 Peer-reviewed
Lie algebra extensions of current algebras on S-3

Tosiaki Kori, Yuto Imai

INTERNATIONAL JOURNAL OF GEOMETRIC METHODS IN MODERN PHYSICS, 12(9), Oct, 2015 Peer-reviewed
Comparison of Local Risk Minimization and Delta Hedging for Exponential Le’vy Models

Yuto Imai, Takuji Arai

JSIAM Letters, 7 77-80, 2015 Peer-reviewed

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