Edit Profile (opens in new tab) Umezawa, Yuji Co-Author Distance Author ID: umezawa.yuji Published as: Umezawa, Yuji External Links: MGP Documents Indexed: 4 Publications since 2006 Co-Authors: 3 Co-Authors with 2 Joint Publications 16 Co-Co-Authors Co-Authors 2 single-authored 2 Yamazaki, Akira 1 Ozeki, Takaaki 1 Yoshikawa, Daisuke Serials 1 Journal of Mathematical Sciences. University of Tokyo 1 Applied Mathematical Finance 1 Quantitative Finance Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2 Publications have been cited 10 times in 10 Documents Cited by ▼ Year ▼ Pricing path-dependent options with discrete monitoring under time-changed Lévy processes. Zbl 1396.91769 Umezawa, Yuji; Yamazaki, Akira 8 2015 An extension of CreditGrades model approach with Lévy processes. Zbl 1277.91175 Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; Yoshikawa, Daisuke 2 2011 Pricing path-dependent options with discrete monitoring under time-changed Lévy processes. Zbl 1396.91769 Umezawa, Yuji; Yamazaki, Akira 8 2015 An extension of CreditGrades model approach with Lévy processes. Zbl 1277.91175 Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; Yoshikawa, Daisuke 2 2011 all cited Publications top 5 cited Publications all top 5 Cited by 11 Authors 5 Yamazaki, Akira 2 Kwok, Yue-Kuen 1 Cui, Zhenyu 1 Kijima, Masaaki 1 Shiraya, Kenichiro 1 Shiraya, Kenichirpo 1 Siu, Chi Chung 1 Uenishi, Hiroki 1 Yuen, Chi Hung 1 Zeng, Pingping 1 Zheng, Wendong Cited in 4 Serials 5 International Journal of Theoretical and Applied Finance 2 European Journal of Operational Research 2 Quantitative Finance 1 Review of Derivatives Research Cited in 5 Fields 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 1 Integral transforms, operational calculus (44-XX) 1 Systems theory; control (93-XX) Citations by Year