Hosei University · Graduate School of Business Administration · 教授

Research keywordsquantitative finance・pricing kernels・subjective probability distributions・Levy processes・control variates・option pricing・default risk・asset pricing anomalies

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• Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions2025 · The North American Journal of Economics and Finance, 2025年01月
• A general control variate method for time-changed Lévy processes: An application to options pricing2023 · Journal of Computational Finance, 2023年,
• A general control variate method for time-changed Lévy processes: An application to options pricing Kenichiro Shiraya; Cong Wang; Akira Yamazaki Journal of Computational Finance, 2023年, ［査読有り］2023
• Recovering Subjective Probability Distributions2022 · Journal of Futures Markets, 2022年,

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