Yasufumi Osajima

The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model

Yasufumi Osajima, 2007 .

General Asymptotics of Wiener Functionals and Application to Mathematical Finance

Yasufumi Osajima, 2007 .

A remark on the asymptotic expansion of density function of Wiener functionals

S. Kusuoka, Yasufumi Osajima, 2008 .