Takuji Arai
Identifiers
- name variant Takuji Arai 0.60 · backfill
Papers (11)
- A Clark-Ocone type formula via Ito calculus and its application to finance q-fin.MF · 2019 · author #1
- Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models q-fin.MF · 2019 · author #1
- Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models q-fin.CP · 2018 · author #1
- A closed-form representation of mean-variance hedging for additive processes via Malliavin calculus q-fin.MF · 2017 · author #1
- On the difference between locally risk-minimizing and delta hedging strategies for exponential L\'evy models q-fin.CP · 2016 · author #1
- Numerical analysis on local risk-minimization forexponential L\'evy models q-fin.CP · 2015 · author #1
- Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium q-fin.MF · 2015 · author #1
- Good deal bounds with convex constraints q-fin.MF · 2015 · author #1
- Local risk-minimization for Barndorff-Nielsen and Shephard models q-fin.MF · 2015 · author #1
- Convex risk measures for good deal bounds q-fin.PR · 2011 · author #1
- Good deal bounds induced by shortfall risk q-fin.RM · 2008 · author #1
Mentions
- 1503.08589 #1 · backfill · confidence 0.70 Takuji Arai
- 1108.1273 #1 · backfill · confidence 0.70 Takuji Arai
- 0802.4141 #1 · backfill · confidence 0.70 Takuji Arai
Frequent Coauthors
- Yuto Imai 5 shared papers
- Ryoichi Suzuki 3 shared papers
- Masaaki Fukasawa 1 shared papers
- Ryo Nakashima 1 shared papers