Naoto Kunitomo
Author
Alternate names Naoto Kunitomo, N. Kunitomo, Kunitomo Naoto
Institution The Institute of Statistical Mathematics
Past institutions The Institute of Statistical Mathematics, Meiji University, The University of Tokyo, Japan University of Economics, Stanford University +1 more
ORCID: Yes
H-index: 20
I10-index: 35
Works count: 211
Citations count: 1,866
Pricing Options With Curved Boundaries1
1992 · Naoto Kunitomo, Masayuki Ikeda · Mathematical Finance
Improving the Parkinson Method of Estimating Security Price Volatilities
1992 · Naoto Kunitomo · The Journal of Business
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
2001 · Naoto Kunitomo, Akihiko Takahashi · Mathematical Finance