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Yuto Kitamura

Tokyo University of Science

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Total Discounted Cash Flow with Poisson Arrivals

Risks, volume 14, issue 4, 2026[10.3390/risks14040090]
Number of pages: 15 Posted: 05 Dec 2024 Last Revised: 16 Apr 2026
Yuto Kitamura, Yuta Kudo, Makoto Shimoshimizu and Makoto Goto
Tokyo University of Science, Tokyo University of Science, Tokyo University of Science - Department of Industrial Administration and Tokyo University of Science
Downloads 83 (809,932)

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Stochastic cash flow, Poisson arrival, Erlang distribution, Discount function

2.

American Pandemic Options under a Stochastic SIR Model with Degenerate Diffusion

Communications in Nonlinear Science and Numerical Simulation, 2026[10.1016/j.cnsns.2026.110085]
Number of pages: 20 Posted: 11 Feb 2026 Last Revised: 01 May 2026
Yuto Kitamura, Makoto Goto, Hidekazu Yoshioka and Yuan Tian
Tokyo University of Science, Tokyo University of Science, Japan Advanced Institute of Science and Technology and Faculty of Economics, Ryukoku University
Downloads 37 (1,290,922)

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SIR Model, American Pandemic Option, Finite Difference Method, COVID-19