Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Stochastic differential equations Business & Economics
Malliavin calculus Business & Economics
Continuity Business & Economics
Density function Business & Economics
Coefficients Business & Economics
Lookback options Business & Economics
Volatility risk Business & Economics
Vega Business & Economics

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Research Output 2013 2017

  • 2 Citations
  • 1 h-Index
  • 4 Article

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: Research - peer-reviewArticle

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: Research - peer-reviewArticle

Barrier options
Stochastic differential equations
Black-Scholes model
Volatility risk
Lookback options
Stochastic differential equations
Density function
Probability density function
Differential equations
Continuous time
2 Citations
Continuity
Stochastic differential equations
Coefficients
Malliavin calculus