14 citations · 25 across the 3 of their papers we have counts for
3 papers
q-fin.CP2019
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
Kenji Nagami
Some expansion methods have been proposed for approximately pricing options which has no exact closed formula. Benhamou et al. (2010) presents the smart expansion method that direc…
hep-th2003★ 11 cited
Rolling Tachyon with Electromagnetic Field in Linear Dilaton Background
Kenji Nagami
Rolling tachyon in linear dilaton background is examined by using an effective field theory with gauge field on an unstable D-brane in bosonic string theory. Several solutions are…
hep-th2003★ 14 cited
Closed String Emission from Unstable D-brane with Background Electric Field
Kenji Nagami
We study the closed string emission from an unstable D-brane with constant background electric field in bosonic string theory. The average total number density and the average t…