| Pricing Average Options under Time-Changed Levy Processes A Yamazaki Review of Derivatives Research 17 (1), 79-111, 2014 | 31 | 2014 |
| New interpretation of the core of simple games in terms of voters' permission A Yamazaki, T Inohara, B Nakano Applied Mathematics and Computation 108 (2-3), 115-127, 2000 | 27 | 2000 |
| Efficient Static Replication of European Options under Exponential Levy Models A Takahashi, A Yamazaki Journal of Futures Markets 29 (1), 1-15, 2009 | 24 | 2009 |
| Pricing path-dependent options with discrete monitoring under time-changed Lévy processes Y Umezawa, A Yamazaki Applied Mathematical Finance 22 (2), 133-161, 2015 | 21 | 2015 |
| Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models K Shiraya, A Takahashi, A Yamazaki Wilmott 2012 (61), 48-63, 2012 | 19 | 2012 |
| A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models A Takahashi, A Yamazaki Journal of Futures Markets 29 (5), 397-413, 2009 | 19 | 2009 |
| Pricing currency options with a market model of interest rates under jump-diffusion stochastic volatility processes of spot exchange rates A Takahashi, K Takehara, A Yamazaki Asia-Pacific Financial Markets 14, 69-121, 2007 | 18 | 2007 |
| An Extension of CreditGrades Model Approach with Levy Processes T Ozeki, Y Umezawa, A Yamazaki, D Yoshikawa Quantitative Finance 11 (12), 1825-1836, 2011 | 13 | 2011 |
| A dynamic equilibrium model for u-shaped pricing kernels A Yamazaki Quantitative Finance 18 (5), 851-875, 2018 | 11 | 2018 |
| Comparability of coalitions in committees with permission of voters by using desirability relation and hopefulness relation A Yamazaki, T Inohara, B Nakano Applied Mathematics and computation 113 (2-3), 219-234, 2000 | 11 | 2000 |
| Symmetry of simple games and permission of voters A Yamazaki, T Inohara, B Nakano Applied mathematics and computation 114 (2-3), 315-327, 2000 | 9 | 2000 |
| Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing A Yamazaki International Journal of Theoretical and Applied Finance 19 (04), 1650024, 2016 | 8 | 2016 |
| A Note on the Black-Scholes Implied Volatility with Default Risk S Ohsaki, T Ozeki, Y Umezawa, A Yamazaki Wilmott Journal 2 (3), 155-170, 2010 | 7 | 2010 |
| A general control variate method for Lévy models in finance K Shiraya, H Uenishi, A Yamazaki European Journal of Operational Research 284 (3), 1190-1200, 2020 | 6 | 2020 |
| Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS T Ozeki, Y Umezawa, A Yamazaki, D Yoshikawa Journal of Fixed Income 18 (4), 62-77, 2009 | 6 | 2009 |
| Probability weighting and default risk: a possible explanation for distressed stock puzzles A Yamazaki Quantitative Finance 20 (5), 745-767, 2020 | 5 | 2020 |
| Static Hedging of Defaultable Contingent Claims: A Simple Hedging Scheme across Equity and Credit Markets S Ohsaki, A Yamazaki International Journal of Theoretical and Applied Finance 14 (2), 239-264, 2011 | 5 | 2011 |
| 住宅ローン債権担保証券のプライシング手法について：期限前償還リスクを持つ金融商品の価格の算出 山嵜輝 金融研究 25 (2), 57-113, 2005 | 5 | 2005 |
| Recovering subjective probability distributions A Yamazaki Journal of Futures Markets 42 (7), 1234-1263, 2022 | 4 | 2022 |
| On Valuation with Stochastic Proportional Hazard Models in Finance A Yamazaki International Journal of Theoretical and Applied Finance 16 (3), 2013 | 4 | 2013 |
