Edit Profile (opens in new tab) Imai, Junichi Compute Distance To: Compute Author ID: imai.junichi Published as: Imai, Junichi Documents Indexed: 15 Publications since 2001 Co-Authors: 9 Co-Authors with 12 Joint Publications 143 Co-Co-Authors all top 5 Co-Authors 3 single-authored 5 Tan, Ken Seng 3 Kawai, Reiichiro 2 Boyle, Phelim P. 1 Hirakawa, Hitoshi 1 Hosoda, Noboru 1 Jin, Rong 1 Schneider, Robin 1 So, Kunio 1 Watanabe, Takahiro all top 5 Serials 3 SIAM Journal on Scientific Computing 1 Journal of Computational and Applied Mathematics 1 Journal of the Operations Research Society of Japan 1 Mathematics and Computers in Simulation 1 Insurance Mathematics & Economics 1 Monte Carlo Methods and Applications 1 Methodology and Computing in Applied Probability 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 IAENG. International Journal of Applied Mathematics all top 5 Fields 9 Numerical analysis (65-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Probability theory and stochastic processes (60-XX) 1 Functional analysis (46-XX) 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 64 times in 50 Documents Cited by ▼ Year ▼ Dynamic fund protection. With a discussion by Hans U. Gerber and Elias S. W. Shiu. Zbl 1083.60513Imai, Junichi; Boyle, Phelim P. 16 2001 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Numerical inverse Lévy measure method for infinite shot noise series representation. Zbl 1288.65008Imai, Junichi; Kawai, Reiichiro 7 2013 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Quasi-Monte Carlo method for infinitely divisible random vectors via series representations. Zbl 1216.60015Imai, Junichi; Kawai, Reiichiro 7 2010 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 On Monte Carlo and quasi-Monte Carlo methods for series representation of infinitely divisible laws. Zbl 1271.65005Kawai, Reiichiro; Imai, Junichi 3 2012 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003Imai, Junichi; Tan, Ken Seng 7 2014 Numerical inverse Lévy measure method for infinite shot noise series representation. Zbl 1288.65008Imai, Junichi; Kawai, Reiichiro 7 2013 On Monte Carlo and quasi-Monte Carlo methods for series representation of infinitely divisible laws. Zbl 1271.65005Kawai, Reiichiro; Imai, Junichi 3 2012 Quasi-Monte Carlo method for infinitely divisible random vectors via series representations. Zbl 1216.60015Imai, Junichi; Kawai, Reiichiro 7 2010 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207Imai, Junichi; Tan, Ken Seng 7 2009 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341Imai, Junichi; Tan, Ken Seng 5 2009 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Minimizing effective dimension using linear transformation. Zbl 1043.65003Imai, Junichi; Tan, Ken Seng 10 2004 Dynamic fund protection. With a discussion by Hans U. Gerber and Elias S. W. Shiu. Zbl 1083.60513Imai, Junichi; Boyle, Phelim P. 16 2001 all cited Publications top 5 cited Publications all top 5 Cited by 75 Authors 8 Kawai, Reiichiro 7 Wang, Xiaoqun 3 Imai, Junichi 3 Shiu, Elias S. W. 2 Dong, Yinghui 2 Gerber, Hans U. 2 Griebel, Michael 2 He, Zhijian 2 Hörmann, Wolfgang 2 Jin, Zhuo 2 Moore, Kristen S. 2 Qian, Linyi 2 Sabino, Piergiacomo 2 Wang, Wei 2 Xu, Chao 1 Al Masry, Zeina 1 Başoğlu, İsmail 1 Bloch-Mercier, Sophie 1 Chan, Chun Man 1 Chen, Fen-Ying 1 Chen, Lyu 1 Choi, Jaehyuk 1 Chu, Chi Chiu 1 Dingeç, Kemal Dinçer 1 Du, Yeda 1 El Karoui, Nicole 1 Escobar Anel, Marcos 1 Fan, Chenxi 1 Fox, Jamie 1 Fung, Hon-Kwok 1 Gerstner, Thomas 1 Heitsch, Holger 1 Holtz, Markus 1 Jeanblanc, Monique 1 Jeon, Junkee 1 Ko, Bangwon 1 Kuo, Frances Y. 1 Kwok, Yue-Kuen 1 Lacoste, Vincent 1 L’Ecuyer, Pierre 1 Leovey, Hernan 1 Leydold, Josef 1 Li, Leong Kwan 1 Lim, Andrew E. B. 1 Lin, Junyi 1 Liu, Jian 1 Ma, Chaoqun 1 Massing, Till 1 Masuda, Hiroki 1 Ökten, Giray 1 Park, Chang-Rae 1 Römisch, Werner 1 Sak, Halis 1 Sekine, Jun 1 Sloan, Ian Hugh 1 Song, Qingshuo 1 Tan, Ken Seng 1 Tian, Zhaolu 1 Verdier, Ghislain 1 Wang, Guojing 1 Wang, Rongming 1 Wei, Li 1 Weng, Chengfeng 1 Wong, Bernard 1 Wong, Hoi Ying 1 Wu, Qingbiao 1 Wu, Sang 1 Xiao, Ye 1 Xie, Fei 1 Yan, Lizhao 1 Yoon, Ji-Hun 1 Young, Virginia R. 1 Yuan, Sida 1 Zhang, Chaojun 1 Zhu, Yichen all top 5 Cited in 30 Serials 7 Insurance Mathematics & Economics 6 Journal of Computational and Applied Mathematics 4 North American Actuarial Journal 2 Applied Mathematics and Computation 2 Journal of Complexity 2 Computational Statistics 2 European Journal of Operational Research 2 Finance and Stochastics 2 Methodology and Computing in Applied Probability 1 Journal of Statistical Physics 1 Mathematical Methods in the Applied Sciences 1 Mathematics of Computation 1 Mathematics and Computers in Simulation 1 Operations Research 1 Statistics & Probability Letters 1 Statistics 1 Journal of Economic Dynamics & Control 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Computational Optimization and Applications 1 SIAM Journal on Scientific Computing 1 Discrete Dynamics in Nature and Society 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Asia-Pacific Financial Markets 1 Computational Management Science 1 Journal of Industrial and Management Optimization 1 SIAM Journal on Financial Mathematics 1 Probability Surveys all top 5 Cited in 9 Fields 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Numerical analysis (65-XX) 20 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year