Yuto Imai

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 5

Top Topics

Monte Carlo Simulation

Power Transformers

Top Venues

Finance Stochastics

Math. Comput. Simul.

Publications

Takuji Arai, Yuto Imai
Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure. Math. Comput. Simul. 218 (2024)
Kanta Kaneda, Ryosuke Korekata, Yuiga Wada, Shunya Nagashima, Motonari Kambara, Yui Iioka, Haruka Matsuo, Yuto Imai, Takayuki Nishimura, Komei Sugiura
DialMAT: Dialogue-Enabled Transformer with Moment-Based Adversarial Training. CoRR (2023)
Takuji Arai, Yuto Imai, Ryoichi Suzuki
Local risk-minimization for Barndorff-Nielsen and Shephard models. Finance Stochastics 21 (2) (2017)
Tosiaki Kori, Yuto Imai
. Symmetry 7 (4) (2015)
Yuto Imai, Takuji Arai
Comparison of local risk minimization and delta hedging strategy for exponential Lévy models. JSIAM Lett. 7 (2015)