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Takayuki Sakuma

  1. Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
    2026/06/25 by Takayuki Sakuma · 1 voice
    Economics, Econometrics and Finance · #q-fin.RM #q-fin.CP
  2. Environmental CVA with KL-Robust Wrong-Way Risk
    2026/03/25 by Takayuki Sakuma · 1 voice
    Economics, Econometrics and Finance · #q-fin.RM #q-fin.CP
  3. Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps
    2026/03/08 by Takayuki Sakuma · 1 voice
    Economics, Econometrics and Finance · #q-fin.CP