4. Economy
  5. Quantitative Finance
  6. Computational Finance

Masaaki Fukasawa

Economy – Quantitative Finance – Computational Finance

Scientist

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Scientist

Asymptotic analysis for stochastic volatility: Edgeworth expansion

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Conservative delta hedging under transaction costs

Economy – Quantitative Finance – Pricing of Securities
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Convex risk measures for good deal bounds

Economy – Quantitative Finance – Pricing of Securities
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Discretization error of Stochastic Integrals

Mathematics – Probability
Scientific paper

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Efficient Discretization of Stochastic Integrals

Mathematics – Probability
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