Presentations -
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A General Dimension Reduction Technique For Derivative Pricing
Junichi Imai and Ken Seng Tan
Fields Conference on Monte Carlo Methods in Quantitative Finance (University of Western Ontario, Canada) ,
2002.11,Oral presentation (general)
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A General Dimension Reduction Technique For Derivative Pricing
Junichi Imai and Ken Seng Tan
A Seminar in the department of Statistics and Actuarial Science (University of Waterloo, Canada.) ,
2002.08,Oral presentation (general)
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A General Dimension Reduction Technique For Derivative Pricing
Junichi Imai and Ken Seng Tan
Workshop on Random Number Generators and Highly Uniform Point Sets (University of Montreal, Canada) ,
2002.06,Oral presentation (general)
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Asset Allocation using Quasi Monte Carlo Method
Phelim Boyle, Junichi Imai
Centre for Financial Research (University of Cambridge, UK) ,
2002.04,Oral presentation (general)
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Pricing Multifactor Path-dependent Options Using Low-discrepancy Sequence
Junichi Imai and Ken Seng Tan
Actuarial Research Conference (Ohio, U.S.A.) ,
2001.08,Oral presentation (general)
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Dynamic Fund Protection
Junichi Imai and Phelim Boyle
Northern Finance Association(NFA) 2000 Conference (Wilfrid Laurier University, Canada) ,
2000.09,Oral presentation (general)
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A Lattice Approach for Multidimensional Mean Reverting Process
IMAI Junichi
Conference in Quantitative Methods in Finance (QMF98) (Sydney, Australia) ,
1998.12,Oral presentation (general)