Yoshihiko Uchida

A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach

Akihiko Takahashi, R. Matsuoka, Yoshihiko Uchida, 2004 .

New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation (Revised in June 2005, subsequently published in "Advances in Mathematical Economics", Vol.8, 411-431, 2006. )

Akihiko Takahashi, Yoshihiko Uchida, 2004 .

A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"

Yoshihiko Uchida, Daisuke Yoshikawa, 2014 .

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

Yoshihiko Uchida, Y. Sakurai, 2013 .

A Markov model for valuing asset prices in a dynamic bargaining market

Yoshihiko Uchida, Masaaki Kijima *, 2005 .

Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes

Yoshihiko Uchida, Tetsuya Adachi, 2015 .