"A General Control Variate Method for Lévy Models in Finance,"
CARF (Center for Advanced Research in Finance) at University of Tokyo, 2019 (with Kenichiro Shiraya and Hiroki Uenishi), 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
"The Pricing Kernel Equation," Social Science Research Network, 2019, Download
"When is the Transaction Cost Optimal?," Social Science Research Network, 2018 (with Daisuke Yoshikawa), Download
"Probability Weighting and Default Risk: A Possible Explanation for
Distressed Stock Puzzles," Social Science Research Network, 2018, 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