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K

Kenichiro Shiraya

Graduate School of Economics

7H指数
62论文数
171被引数
收录论文 5
发表时间
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Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options由期权隐含的实际波动率矩及其在定价实际波动率期权中的应用
errAsia-Pacific Financial Markets
IF2.6
err2025-08-04
err0
PREAI
errFrido Rolloos; Kenichiro Shiraya
err分享
err收藏
Forward Start Volatility Swaps in Rough Volatility Models粗糙波动率模型中的向前启动波动率互换
errAsia-Pacific Financial Markets
IF2.6
err2025-06-30
err0
errOAAI
errElisa Alòs; Frido Rolloos; Kenichiro Shiraya
err分享
err收藏
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2024-05-01
err0
errOAAI
errShiraya, Kenichiro; Yamakami, Tomohisa
err分享
err收藏
A general control variate method for Levy models in finance
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-08-01
err4
PREAI
errShiraya, Kenichiro; Uenishi, Hiroki; Yamazaki, Akira
err分享
err收藏
A general control variate method for multi-dimensional SDEs: An application to multi-asset options under local stochastic volatility with jumps models in finance
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-04-01
err11
PREAI
errShiraya, Kenichiro; Takahashi, Akihiko
err分享
err收藏

研究方向

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合作学者
合作期刊
A
Akihiko Takahashi
H 指数: 25 · 论文数: 350
A
Akira Yamazaki
H 指数: 22 · 论文数: 334
E
Elisa Alòs
H 指数: 18 · 论文数: 120
F
Frido Rolloos
H 指数: 2 · 论文数: 54
H
Hiroki Uenishi
H 指数: 1 · 论文数: 4
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