A numerical scheme based on semi-static hedging strategy. - Yuri Imamura; Yuta Ishigaki; Toshiki Okumura (Monte Carlo Methods Appl., 2014)

On the convergence order of a binary tree approximation of symmetrized diffusion processes. - Jirô Akahori; Jie Yen Fan; Yuri Imamura (Math. Comput. Simul., 2023)