Keio University · Faculty of Science and Engineering / Graduate School of Science and Engineering · 教授

Research keywordsリアルオプション分析・モンテカルロ法＆準モンテカルロ法・金融リスク管理・金融工学・Valuation・(finance)・Mathematical・を取り巻く環境

Research fieldsSocial/Safety system science・Social systems engineering/Safety system・Complex systems・社会システム工学・Integrated Science and Innovative Science・Integrated Disciplines・New Multidisciplinary Fields

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• Dimension reduction for Quasi-Monte Carlo methods via quadratic regression2025 · Mathematics and Computers in Simulation 227
• Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity.2022 · International Journal of Real Options & Strategy 9
• A Numerical Method for Hedging Bermudan Options under Model Uncertainty2022 · Methodology and Computing in Applied Probability
• Estimating Parameters for Technology Investments: An Application to 3D Printing2021 · Journal of the Operations Research Society of Japan 64

• 学習を取り入れたシミュレーション技術の開発と金融への応用2021 · -
• シミュレーション技術を利用した定量リスク管理法の提言2015 · -
• 定量的金融リスク管理のための数値計算技術の開発と適用2012 · -
• 効率的な計算ファイナンス技術の開発と適用2009 · -

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