Akira Yamazaki

Hosei University

H-index: 10

Asia-Japan

About Akira Yamazaki

Akira Yamazaki, With an exceptional h-index of 10 and a recent h-index of 5 (since 2020), a distinguished researcher at Hosei University, specializes in the field of Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

A General Control Variate Method for Time-Changed Lévy Processes: An Application to Options Pricing

Recovering subjective probability distributions

CARFW orking P aper

Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under LÃ© vy Models

A general control variate method for Lévy models in finance

Probability weighting and default risk: A possible explanation for distressed stock puzzles

Akira Yamazaki Information

University	Hosei University
Position	Graduate School of Business Administration
Citations(all)	250
Citations(since 2020)	81
Cited By	198
hIndex(all)	10
hIndex(since 2020)	5
i10Index(all)	10
i10Index(since 2020)	2
Email	Access Email
University Profile Page	Hosei University
Google Scholar	View Google Scholar Profile

Akira Yamazaki Skills & Research Interests

Finance

Akira Yamazaki

Hosei University

About Akira Yamazaki

Akira Yamazaki Information

Akira Yamazaki Skills & Research Interests

Top articles of Akira Yamazaki

A General Control Variate Method for Time-Changed Lévy Processes: An Application to Options Pricing

Cong Wang

Akira Yamazaki

Recovering subjective probability distributions

Akira Yamazaki

CARFW orking P aper

Yuan Li

Akira Yamazaki

Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under LÃ© vy Models

Yuan Li

Akira Yamazaki

A general control variate method for Lévy models in finance

Akira Yamazaki

Probability weighting and default risk: A possible explanation for distressed stock puzzles

Akira Yamazaki