"Moments of maximum of Lévy processes: Application to barrier
and lookback option pricing," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2022 (with Yuan Li, Kenichiro Shiraya, and Yuji Umezawa), Download
"Approximation method using Black-Scholes formula for barrier option
pricing under Lévy models," CARF (Center for Advanced Research in Finance) at University of Tokyo, 2021 (with Yuan Li, 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