| 1. |
Koichi Matsumoto, Davis Mark, Seiya Goto, Hedging Derivatives with Recalibration and Model Risk, 11th World Congress of the Bachelier Finance Society, 2022.06. |
| 2. |
Koichi Matsumoto, Davis Mark, Seiya Goto, Hedging Derivatives with Recalibration and Model Risk in a Multi-period Framework, Finance and Stochastics Seminar (Imperial College London), 2020.01. |
| 3. |
Koichi Matsumoto, Keita Shimizu, Mean-Variance Hedging of Two-Asset Derivatives with Model Risk, Quantitative Methods in Finance Conference (QMF) 2017, 2017.12. |
| 4. |
Koichi Matsumoto, Optimal Hedging Strategy in an Uncertain Model, Winter Workshop on Operations Research, Finance and Mathematics 2017, 2017.02. |
| 5. |
Koichi Matsumoto, Mean-Variance Hedging with Model Risk, Quantitative Methods in Finance Conference (QMF) 2016, 2016.12. |
| 6. |
Koichi Matsumoto, Maki Ichikawa, Model Risk of two Assets Derivatives, The 47th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (SSS’15), 2015.12. |
| 7. |
Koichi Matsumoto, Maki Ichikawa, Pricing Derivatives on Two Assets with Model Risk, Quantitative Methods in Finance Conference (QMF) 2014, 2014.12. |
| 8. |
Koichi Matsumoto, Satoshi Hosokawa, Model Risk in Pricing Interest Rate Derivatives, 8th World Congress of the Bachelier Finance Society, 2014.06. |
