Tomonori Nakatsu

  • 8 Citations
  • 2 h-Index
20132019
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Fingerprint Dive into the research topics where Tomonori Nakatsu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Stochastic differential equations Business & Economics
Density function Business & Economics
Continuous time Business & Economics
Continuity Business & Economics
Coefficients Business & Economics
Volatility risk Business & Economics
Vega Business & Economics
Black-Scholes model Business & Economics

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Research Output 2013 2019

  • 8 Citations
  • 2 h-Index
  • 5 Article
Density function
Stochastic differential equations
Continuous time
Discrete-time

An Integration by Parts Type Formula for Stopping Times and its Application

Nakatsu, T., 2017 Sep 1, In : Methodology and Computing in Applied Probability. 19, 3, p. 751-773 23 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Volatility risk structure for options depending on extrema

Nakatsu, T., 2017 Dec 1, In : Journal of Computational Finance. 21, 3, p. 105-122 18 p.

Research output: Contribution to journalArticle

Elasticity
Decomposition
Black-Scholes model
Volatility risk
Vega
2 Citations (Scopus)
Probability density function
Differential equations
Stochastic differential equations
Density function
5 Citations (Scopus)
Continuity
Stochastic differential equations
Coefficients