Rchr
J-GLOBAL ID:201901006844717265   Update date: Nov. 25, 2019

YUUKI IDA

イダ ユウキ | YUUKI IDA
Affiliation and department:
Job title: Assistant Professor
Research field  (2): Applied mathematics and statistics ,  Basic mathematics
Research keywords  (1): Stochastic Analysis/ Mathematical Finance
Papers (5):
  • Jiro Akahori, Yuuki Ida, Greg Markowsky. $p$-conformal maps on the triangular lattice. Statistics and Probability Letters. 2019. 151. 42-48
  • Yuuki Ida, Tsuyoshi Kinoshita. Hyperbolic Symmetrization of Heston Type Diffusion. Asia-Pacific Financial Markets. 2019. (). 1-10
  • Yuuki Ida, Tsuyoshi Kinoshita, Tomohiro Matsumoto. Symmetrization associated with hyperbolic reflection principle. Pacific Journal of Mathematics for Industry. 2018. 10:1
  • Yuuki Ida, Yuri Imamura. Towards the Exact Simulation Using Hyperbolic Brownian Motion. Japan Journal of Industrial and Applied Mathematics. 2017. 34. 3. 833-843
  • Jiro Akahori, Yuuki Ida. Some results on Parisian walk. JSIAM Letters. 2014. 6. 0. 77-80
Lectures and oral presentations  (19):
  • Discrete analogue of complex Hermite polynomials
    (関東数学的集い 2019)
  • Towards the Exact Simulation Using Hyperbolic Brownian Motion
    (Quantitative Finance Research Centre 2018)
  • Asymptotic Expansions of Transition Density of SABR Model
    (7th Monash-Ritsumeikan Symposium on Probability and Related Fields 2018)
  • Asymptotic Expansions of Transition Density of SABR Model
    (金融工学・数理計量ファイナンスの諸問題 2018 2018)
  • Hyperbolic symmetrization of Heston type diffusion
    (日本応用数理学会 2018年度年会 2018)
more...
Education (3):
  • - 2018 Ritsumeikan university Graduate School of Science and Engineering Advanced Mathematics and Physics
  • - 2015 Ritsumeikan University Graduate School of Science and Engineering Advanced Mathematics and Physics
  • - 2013 Ritsumeikan University College of Science and Engineering Department of Mathematical Sciences
Professional career (1):
  • Ritsumeikan University (Ritsumeikan University)
Association Membership(s) (3):
Japan Society for Industrial and Applied Mathematics ,  Mathematical Society of Japan ,  The Japanese Association of Financial Econometrics and Engineering
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