.
Tsuzuki, Yukihiro's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 424
Total Citations 6
1.
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Posted:
04 Feb 11
Last Revised:
27 Apr 13
97(138,149)
2
qunato option, pricing bounds, super-replication, sub-replication, model-independent
2.
Takahashi, Akihiko University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Yamazaki, Akira Hosei University - Graduate School of Business Administration
Posted:
22 Oct 09
Last Revised:
20 Jul 11
96(139,089)
European Derivatives, Black-Scholes Delta Hedging, Uncertain Volatility Risk, Polynomial Variance Swap
3.
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Posted:
04 Feb 11
Last Revised:
07 Jun 12
74(164,063)
2
Super-Hedging, Sub-Hedging, Young’s Inequality, Model-Independent
4.
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Posted:
14 Jan 12
Last Revised:
27 Apr 13
42(215,922)
1
barrier option, pricing bound, model-independent, super-sub-replication
5.
Takahashi, Akihiko University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Posted:
08 Apr 11
Last Revised:
23 Jan 13
41(217,939)
1
super-replication, Doob-Meyer decomposition, rebalance, cross-currency option, one-touch option
6.
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
Posted:
14 Jan 12
Last Revised:
16 Apr 12
36(228,688)
7.
Takahashi, Akihiko University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
34(233,387)
Density approximation, Probability density function, Asymptotic expansion, Best approximation in inner product spaces, Dykstra’s algorithm, Option pricing, SABR model
8.
Tsuzuki, Yukihiro University of Tokyo - Graduate School of Economics
4(328,307)
one-touch option, no-touch option, barrier option, model-independent, super-replication, sub-replication
