1. A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus. Issue 3 (4th May 2018) Authors: Arai, Takuji; Imai, Yuto Journal: Applied mathematical finance Issue: Volume 25:Issue 3(2018) Page Start: 247 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS. (11th February 2013) Authors: Arai, Takuji; Fukasawa, Masaaki Journal: Mathematical finance Issue: Volume 24:Number 3(2014:Jul.) Page Start: 464 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗