Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
Department of Applied Physics, Nagoya University, Nagoya 464-8603, Japan
Kagoshima Meteorological Observatory, Japan
An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options
Anomalous Hall effect in spin-polarized two-dimensional electron gases with Rashba spin orbit interaction
Broadband seismic observation at the Sakurajima volcano, Japan
Optimal Execution Problem for Geometric Ornstein-Uhlenbeck Price Process
Optimal Execution Problem with Market Impact
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