Yasufumi Osajima

BNP Paribas

Paris

France

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

3,514

SSRN CITATIONS

0

CROSSREF CITATIONS

15

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model

Number of pages: 25 Posted: 26 Feb 2007

Yasufumi Osajima

BNP Paribas

Downloads 2,787 (8,258)

Citation 28

Abstract:

2.

General Asymptotics of Wiener Functionals and Application to Mathematical Finance

Number of pages: 29 Posted: 06 Oct 2007 Last Revised: 16 Oct 2007

Yasufumi Osajima

BNP Paribas

Downloads 727 (61,309)

Abstract:

Feedback

All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .

Yasufumi Osajima

BNP Paribas

2

Top 25,453

3,514

Top 48,998

0

15

Scholarly Papers (2)

The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model

Abstract:

General Asymptotics of Wiener Functionals and Application to Mathematical Finance

Abstract: