1-1 Yamadaoka
Suita
Osaka, 565-0871
Japan
SSRN RANKINGS
in Total Papers Citations
Digital currencies, impermanent loss, decentralized exchanges, weighted variance swaps
equilibrium, transaction costs, liquidity premium
SABR, rough volatility, volatility surface
implied volatility, no arbitrage bounds, variance swap, gamma swap
convex risk measure, good deal bound, Orlicz space, risk indifference price, fundamental theorem of asset pricing