"A general control variate method for time-changed Lévy processes: An application to option pricing," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2019 (with Kenichiro Shiraya and Cong Wang), Download
"Recovering subjective probability distributions," Social Science Research Network, 2019, Download
"Approximation method using Black-Scholes formula for path-dependent
option pricing under Lévy models," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2019 (with Kaimon Miyachi and Kenichiro Shiraya), Download
"When is the transaction cost optimal?," Social Science Research Network, 2018 (with Daisuke Yoshikawa), Download
"Pricing currency options with a market model of interest rates under
jump-diffusion stochastic volatility processes of spot exchange rates,"
University of Tokyo, CARF, F-082, 2006 (with Akihiko Takahashi and Kohta Takehara), Download