Imai Junichi 今井潤一

… Alternative Names

IMAI Junichi 今井潤一

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Researcher Number	10293078
Other IDs
Affiliation (Current)	2025: 慶應義塾大学, 理工学部(矢上), 教授
Affiliation (based on the past Project Information) *help	2015 – 2023: 慶應義塾大学, 理工学部(矢上), 教授 2014 – 2015: 慶應義塾大学, 理工学部, 教授 2008 – 2013: Keio University, 理工学部, 准教授 2007: Tohoku University, Gradua School of Economics and Management, Associate Professor 2004 – 2006: Tohoku University, Graduate School of Economics and Management, Associate Professor, 大学院・経済学研究科, 助教授 2003 – 2004: 岩手県立大学, 総合政策学部, 助教授 2002: 岩手県立大学, 総合政策学部, 講師
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system Except Principal Investigator Social systems engineering/Safety system / Social systems engineering/Safety system / 社会システム工学
Keywords	Principal Investigator 金融工学 / 準モンテカルロ法 / ファイナンス / 数理工学 / シミュレーション工学 / リアルオプション / シミュレーション / 学習 / リスク管理 / 近似動的計画法 … More / レヴィ過程 / 分散減少法 / デリバティブ / Linear Transformation Method … More Except Principal Investigator 事業評価 / ゲーム理論 / リアル・オプション / リスク評価 / ペアトレーディング戦略 / 収益率分布 / 多期間最適化 / 資産運用 / Valuation of Business / Theory of Game / Simulation / Real Option / Valuation of Risk / 新しい会社法 / シミュレーション / optimal investment strategy / project valuation / game theory / real option / risk management / リアルオプション / 非期待効用理論 / リスク管理 / 最適投資戦略 / モンテカルロ・シミュレーション / 多期間ポートフォリオ最適化 / リタイアメント・プランニング / ファイナンシャル・プランニング / 家計 / ファイナンス Less

Developing simulation technology with learning and its application to financePrincipal Investigator
- Principal Investigator
  
  今井潤一
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Keio University
PRACTICAL ASSET MANAGEMENT MODEL FOR OPTIMAL REBALANCING STRATEGY
- Principal Investigator
  
  HIBIKI NORIO
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
A simulation-based approach for the quantitative risk managementPrincipal Investigator
- Principal Investigator
  
  imai junichi
- Project Period (FY)
  2015 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
Efficient computational methods for quantitative financial risk managementPrincipal Investigator
- Principal Investigator
  
  IMAI Junichi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
MULTI-PERIOD OPTIMIZATION MODEL FOR HOUSEHOLD FINANCIAL PLANNING
- Principal Investigator
  
  HIBIKI Norio
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
Efficient numerical methods in the computational financePrincipal Investigator
- Principal Investigator
  
  IMAI Junichi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
A Study on efficient computational methods in FinancePrincipal Investigator
- Principal Investigator
  
  IMAI Junichi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Keio University
  Tohoku University
Measuring Risk under Uncertainty and Competition, Game Theotetical Approach to Real Option Valuation
- Principal Investigator
  
  FURUKAWA Koichi
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Chuo University
  Iwate Prefectural University
金融工学におけるシミュレーション技法の開発とその適用Principal Investigator
- Principal Investigator
  
  今井潤一
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tohoku University
  Iwate Prefectural University
Real Option Analysis with the Strategic Thinking -Risk Management under Competition-
- Principal Investigator
  
  FURUKAWA Koichi
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  社会システム工学
- Research Institution
  Iwate Prefectural University

[Book] コーポレートファイナンスの考え方2013
- Author(s)
  古川浩一, 蜂谷豊彦, 中里宗敬, 今井潤一
- Total Pages
  342
- Publisher
  中央経済社
- Data Source
  KAKENHI-PROJECT-24510200
[Book] 基礎からのコーポレート・ファイナンス第3版2006
- Author(s)
  古川浩一, 蜂谷豊彦, 中里宗敬, 今井潤一
- Total Pages
  346
- Publisher
  中央経済社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Book] Introduction to Corporate Finance, 3rd Edition2006
- Author(s)
  Koinchi, Furukawa, Toyohikiko, Hachiya, Munenori, Nakasato, Junichi, Imai
- Total Pages
  346
- Publisher
  ChuoKeizai-sha
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Book] Real Options -The technological approach of theinvestment valuation-(in Japanese)2004
- Author(s)
  J.Imai
- Total Pages
  248
- Publisher
  Chuo-keizai-sha
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Book] リアル・オプション--投資プロジェクト評価の工学的アプローチ2004
- Author(s)
  今井潤一
- Total Pages
  245
- Publisher
  中央経済社
- Data Source
  KAKENHI-PROJECT-14580482
[Book] リアル・オプション-投資プロジェクト評価の工学的アプローチ2004
- Author(s)
  今井潤一
- Total Pages
  245
- Publisher
  中央経済社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Book] はじめてのデリバティブ(翻訳)2002
- Author(s)
  今井潤一
- Total Pages
  281
- Publisher
  日本経済新聞社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Book] Derivatives: The tools that changed finance(translation in Japanese)2002
- Author(s)
  J.Imai
- Total Pages
  281
- Publisher
  Nikkei
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Book] 「リアル・オプションと経営戦略の新展開」,第3章:リアル・オプションとゲーム理論による事業評価
- Author(s)
  今井潤一, 渡辺隆裕
- Publisher
  朝倉書店(forthcoming)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] A Numerical Method for Hedging Bermudan Options under Model Uncertainty2021
- Author(s)
  Imai Junichi
- Journal Title
  
  Methodology and Computing in Applied Probability
  
  Volume: 22 Issue: 2 Pages: 893-916
- DOI
  10.1007/s11009-021-09901-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K04534
[Journal Article] マーク付き多次元Hawkes過程を用いた高頻度注文板データの分析2020
- Author(s)
  佐藤正崇、今井潤一
- Journal Title
  
  JAFEE Journal
  
  Volume: 18 Issue: 0 Pages: 63-88
- DOI
  10.32212/jafee.18.0_63
- NAID
  130007843617
- ISSN
  2434-4702
- Language
  Japanese
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] User-based Valuation of Digital Subscription Business Models2020
- Author(s)
  Schneider Robin、Imai Junichi
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 8 Issue: 0 Pages: 1-26
- DOI
  10.12949/ijros.8.1
- NAID
  130007958714
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] Valuing Investments in Digital Transformation of Business Models2019
- Author(s)
  Schneider Robin、Imai Junichi
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 7 Issue: 0 Pages: 1-26
- DOI
  10.12949/ijros.7.1
- NAID
  130007769905
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] An empirical analysis of the dependence structure of international equity and bond markets using regime-switching copula model2018
- Author(s)
  Yuko Otani and Junichi Imai
- Journal Title
  
  IAENG International Journal of Applied Mathematics
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] An Empirical Analysis of the Dependence Structure of International Equity and Bond Markets Using Regime-switching Copula Model2018
- Author(s)
  Y. Otani and J. Imai
- Journal Title
  
  IAENG International Journal of Applied Mathematics
  
  Volume: 48 Pages: 191-205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] A Study on a Membrane Ceilings Business under Ambiguity2018
- Author(s)
  Fukui Yuta、Imai Junichi
- Journal Title
  
  International Journal of Real Options and Strategy
  
  Volume: 6 Issue: 0 Pages: 13-44
- DOI
  10.12949/ijros.6.13
- NAID
  130007536357
- ISSN
  2186-4667
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] 米国金先物市場におけるアメリカンオプションの価格評価分析2015
- Author(s)
  杉浦，今井
- Journal Title
  
  ジャフィー・ジャーナル金融工学と市場計量分析
  
  Volume: なし Pages: 234-267
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Dimension Reduction for Pricing Options under Multidimensional Le'vy Processes2015
- Author(s)
  J. Imai
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 22(1) Issue: 1 Pages: 1-26
- DOI
  10.1007/s10690-014-9190-y
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Optimal Investment Timing under A Mean-reverting Process: A Real Options Approach2015
- Author(s)
  福井勇太，今井潤一
- Journal Title
  
  Journal of Real Options and Strategy
  
  Volume: 7 Issue: 2 Pages: 37-57
- DOI
  10.12949/realopn.7.37
- NAID
  130005117645
- ISSN
  1881-5774, 1884-1635
- Language
  Japanese
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15H02973
[Journal Article] Comparison of low discrepancy mesh methods for pricing Bermudan options under a Levy process2014
- Author(s)
  J.Imai
- Journal Title
  
  Mathematics and Computers in Simulation
  
  Volume: 未 Pages: 54-71
- DOI
  10.1016/j.matcom.2014.02.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Distributional Bounds for Portfolio Risk with Tail Dependence2014
- Author(s)
  K. So and J. Imai
- Journal Title
  
  Methodology and Computing in Applied Probability
  
  Volume: 未
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Pricing Derivative Securities Using Integrated Quasi-Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment2014
- Author(s)
  J. Imai and K. S. Tan
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 36(5) Issue: 5 Pages: A2101-A2121
- DOI
  10.1137/130926286
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Numerical inverse Levy measure method for infinite shot noise series representation2013
- Author(s)
  J. Imai and R. Kawai
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: 253 Pages: 264-283
- DOI
  10.1016/j.cam.2013.04.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Pricing Portfolio Credit Derivatives with Stochastic Recovery and Systematic Factor2013
- Author(s)
  Y.Otani and J. Imai
- Journal Title
  
  IAENG International Journal of Applied Mathematics
  
  Volume: 43 Pages: 176-184
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Numerical Inverse Le'vy Measure Method for Infinite Shot Noise Series Representation2013
- Author(s)
  J.Imai and R. Kawai
- Journal Title
  
  Journal of Computational and Applied Mathematics
  
  Volume: forthcoming
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Time-changed Le'vy過程の下でのアメリカンオプションの評価2013
- Author(s)
  杉浦大輔, 今井潤一
- Journal Title
  
  ジャフィー・ジャーナル：金融工学と市場計量分析：実証ファイナンスとクオンツ運用
  
  Volume: なし
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] Comparison of random number generators via Fourier transform2013
- Author(s)
  J. Imai
- Journal Title
  
  Monte Carlo Methods and Applications
  
  Volume: 19 Issue: 3 Pages: 237-259
- DOI
  10.1515/mcma-2013-0012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws2012
- Author(s)
  Reiichiro Kawai, Junichi Imai
- Journal Title
  
  Monte Carlo and Quasi-Monte Carlo Methods 2010
  
  Volume: (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] 実質次元減少法によるQMCを用いたポートフォリオのリスク指標の推定2012
- Author(s)
  鈴木悠也，今井潤一
- Journal Title
  
  Transactions of the Operations Research Society of Japan
  
  Volume: 55 Pages: 177-193
- NAID
  110009578390
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24510200
[Journal Article] フランチャイズビジネスにおける最適契約～商品の廃棄を考慮したロイヤルティ形態の比較～2011
- Author(s)
  川地, 今井
- Journal Title
  
  リアルオプション研究
  
  Volume: 4(1) Pages: 1-32
- NAID
  130000670598
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] On finite truncation of infinite shot noise series representation of tempered stable laws2011
- Author(s)
  J. Imai and R. Kawai
- Journal Title
  
  Physica A : Statistical Mechanics and Applications
  
  Volume: 390(23-24) Pages: 4411-4425
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws2011
- Author(s)
  R. Kawai and J. Imai
- Journal Title
  
  Monte Carlo and Quasi-Monte Carlo Methods 2010
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] ゲーム理論的リアルオプションアプローチによる中小企業と大企業の特許権取得競争分析2011
- Author(s)
  青木, 今井
- Journal Title
  
  リアルオプション研究
  
  Volume: 4(2) Pages: 169-206
- NAID
  130001064984
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] Quasi-Monte Carlo method for infinitely divisible random vectors via series representations2010
- Author(s)
  J. Imai and R. Kawai
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 32 Pages: 265-275
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] マルコフ完全均衡と離散選択モデルを用いたイノベーションのジレンマの分析2009
- Author(s)
  今井
- Journal Title
  
  リアルオプション研究
  
  Volume: 2 Pages: 151-172
- NAID
  130000149540
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] An accelerating quasi-Monte Carlo method for option pricing under the generalized hyper bolic Le'vy process2009
- Author(s)
  J.Imai, K.S.Tan
- Journal Title
  
  SIAM Journal on Scientific Computing 31(3)
  
  Pages: 2282-2302
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] Dimension Reduction Approach To Simulating Exotic Options In A Meixner Levy Market2009
- Author(s)
  J.Imai, K.S.Tan
- Journal Title
  
  IAENG International Journal of Applied Mathematics 39(4)
  
  Pages: 265-275
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] An accelerating quasi-MonteCarlo method for option pricing under the generalized hyperbolic Le'vy process2009
- Author(s)
  J. Imai and K.S. Tan
- Journal Title
  
  SIAM Journal on Scientic Computing (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] マルコフ完全均衡と離散選択モデルを用いたイノベーションのジレンマの分析2009
- Author(s)
  今井潤一
- Journal Title
  
  リアルオプション研究 2
  
  Pages: 151-172
- NAID
  130000149540
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] A Generalized Linear Transformation Method for Simulating Meixner Levy Process2009
- Author(s)
  J.Imai, K.S.Tan
- Journal Title
  
  proceedings of the World Congress on Engineering 2009 II
  
  Pages: 1406-1411
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] Dimension Reduction Approach To Simulating Exotic Options In A Meixner Levy Market2009
- Author(s)
  J. Imai and K. S. Tan
- Journal Title
  
  IAENG International Journal of Applied Mathematics
  
  Volume: 39(4) Pages: 265-275
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Levy process2009
- Author(s)
  J. Imai and K. S. Tan
- Journal Title
  
  SIAM Journal on Scientific Computing
  
  Volume: 31(3) Pages: 2282-2302
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] A Generalized Linear Transformation Method for Simulating Meixner Levy Process2009
- Author(s)
  J. Imai and K. S. Tan
- Journal Title
  
  Proceedings of the World Congress on Engineering 2009
  
  Volume: II Pages: 1406-1411
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21710157
[Journal Article] Computation of optimal portfolios using simulation-based dimension reduction2008
- Author(s)
  Phelim Boyle, Junichi Imai, and Ken Seng Tan
- Journal Title
  
  insurance : Mathematics and Economics 43(3)
  
  Pages: 327-338
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] NIGレヴィ過程下における効率的な準モンテカルロ法を用いたオプション評価2008
- Author(s)
  今井潤一
- Journal Title
  
  数理解析研究所講究録1580,「ファイナンスの数理解析とその応用」
  
  Pages: 114-123
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] Computation of Optimal Portfolios using Simulation-based Dimension Reduction2008
- Author(s)
  P. Boyle, J. Imai and K.S. Tan
- Journal Title
  
  Insurance : Mathematics and Economics 343 (3)
  
  Pages: 327-338
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] The Investment Game under Uncertainty:An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage2007
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Journal Title
  
  Stochastic Processes and Applications to Mathematical Finance:Proceedings of the 6th Ritsumeikan Conference
  
  Pages: 151-172
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] The Investment Game under Uncertainty:An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage2007
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Journal Title
  
  Stochasitic Processes and Applications to Mathematical Finace:Proceedings of the 6th Ritsumeikan Conference
  
  Pages: 151-172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] Real Options and Flexibility Trap under Competition(in Japanese)2007
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Journal Title
  
  Gendai Finance Vol. 22
  
  Pages: 75-95
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] A General Dimension Reduction Technique For Derivative Pricing2007
- Author(s)
  Junichi Imai, Ken Seng Tan
- Journal Title
  
  Journal of Computational Finance 10・2
  
  Pages: 129-155
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] 競争状況下でのリアルオプションと柔軟性の罠2007
- Author(s)
  今井潤一, 渡辺隆裕
- Journal Title
  
  現代ファイナンス 22
  
  Pages: 75-95
- NAID
  130007528283
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] The Investment Game under Uncertainty : An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage2007
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Journal Title
  
  Stochastic Processes and Applications to Mathematical Finance : Proceedings of the 6th Ritsumeikan Conference
  
  Pages: 151-172
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] 競争状況下でのリアルオプションと柔軟性の罠2007
- Author(s)
  今井潤一,渡辺隆裕
- Journal Title
  
  現代ファイナンス 22
  
  Pages: 75-95
- NAID
  130007528283
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage, in Stochastic Processes and Applications to Mathematical Finance2007
- Author(s)
  Junichi Imai and Takahiro Watanabe,
- Journal Title
  
  Proceedings of the 6th Ritsumeikan Conference
  
  Pages: 151-172
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] リアルオプションとゲーム理論を融合する2006
- Author(s)
  今井潤一, 渡辺隆裕
- Journal Title
  
  日本リアルオプション学会編「リアルオプションと経営戦略の新展開」第3章, シグマベイスキャピタル
  
  Pages: 65-86
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] A General Dimension Reduction Technique For Derivative Pricing2006
- Author(s)
  Junichi Imai and Ken Seng Tan
- Journal Title
  
  Journal of Computational Finance 10(2)
  
  Pages: 129-155
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Journal Article] リアルオプションとゲーム理論を融合する2006
- Author(s)
  今井潤一, 渡辺隆裕
- Journal Title
  
  日本リアルオプション学会編「リアルオプションと経営戦略の新展開」第3章、シグマベイスキャピタル
  
  Pages: 65-86
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] Combining Real Optior Analysis with Game Theory(in Japanese)2006
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Journal Title
  
  New Frontier of Real Options and Management Strategy, edited by JAROS
  
  Pages: 65-86
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Journal Article] Enhanced Quasi-Monte Carlo Methods With Dimension Reduction2003
- Author(s)
  J.Imai, K.S.Tan
- Journal Title
  
  Proceedings of the 2002 Winter Simulation Conference
  
  Pages: 1502-1510
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] Real option combined with game theory-Analysis of a two-stage investment game-(in Japanese)2003
- Author(s)
  J.Imai, T.Watanabe
- Journal Title
  
  Working paper series, Iwate Prefectural University
  
  Pages: 12-12
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] Enhanced Quasi-Monte Carlo Methods With Dimension Reduction2003
- Author(s)
  J.Imai, (K.S.Tanと共著)
- Journal Title
  
  Proceedings of the 2002 Winter Simulation Conference
  
  Pages: 1502-1510
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] 戦略的思考を取り入れたリアル・オプション-離散2時点モデルによる分析-2003
- Author(s)
  今井潤一, 渡辺隆裕
- Journal Title
  
  岩手県立大学総合政策学部working paper No.12
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] Chapter 3 Project valuation in real option analysis with game theory
- Author(s)
  J.Imai, T.Watanabe
- Journal Title
  
  New frontier of real option and management strategies(Asakura-shoten) (forthcoming)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14580482
[Journal Article] An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Levy process.
- Author(s)
  Junichi Imai and Ken Seng Tan.
- Journal Title
  
  SIAM Journal on Scientific Computing
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] パンデミック債の価格評価モデル2023
- Author(s)
  四ノ宮裕貴,今井潤一
- Organizer
  日本オペレーションズ・リサーチ学会 2023 年春研究発表会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] Operational Flexibility To Expand Or Contract Capacity Investment Under Model Uncertainty2023
- Author(s)
  Junichi Imai, Motoh Tsujimura
- Organizer
  The Annual International Conference on Real Options, Corporate Finance, Innovation and Strategy
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] ニューラルネットワークを利用した準モンテカルロ法の分散減少法2023
- Author(s)
  今井潤一
- Organizer
  2023年度中之島ワークショップ金融工学・数理計量ファイナンスの諸問題 2023 (大阪大学 )
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] The Effect of Both Sides Operational Flexibility in Capacity Investment under Uncertainty2023
- Author(s)
  辻村元男，今井潤一
- Organizer
  日本ファイナンス学会第31回大会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] 機械学習を用いた炭素の社会的コストのモデル分析2023
- Author(s)
  滝本雄太,今井潤一
- Organizer
  J A F E E 2023 冬季大会 (東京大学駒場キャンパス)
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] The effect of both sides operational flexibility in capacity investment under uncertainty2023
- Author(s)
  Motoh Tsujimura, Junichi Imai
- Organizer
  Energy Finance Christmas Workshop (EFC23) (Kyoto university)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] The effect of both sides operational flexibility in capacity investment under model uncertainty2023
- Author(s)
  今井潤一,辻村元男
- Organizer
  日本オペレーションズ・リサーチ学会2023 年春研究発表会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] 偶発転換 CAT 債の評価と分析2023
- Author(s)
  尾原太成,今井潤一
- Organizer
  J A F E E 2023 冬季大会 (東京大学駒場キャンパス)
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] Dimension reduction via neural network for enhancing quasi-Monte Carlo method2023
- Author(s)
  Junichi Imai
- Organizer
  2022年度冬季ジャフィー大会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] Dimension reduction via neural network for enhancing quasi-Monte Carlo method2022
- Author(s)
  Junichi Imai
- Organizer
  2022 CORS/INFORMS INTERNATIONAL CONFERENCE
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] パンデミック債の価格評価モデル2022
- Author(s)
  四ノ宮裕貴,今井潤一
- Organizer
  日本リアルオプション学会 2022 研究発表大会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] Dimension reduction via neural network for enhancing quasi-Monte Carlo Method2022
- Author(s)
  Junichi Imai
- Organizer
  日本オペレーションズリサーチ学会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] Dimension Reduction for a Quasi-Monte Carlo Method via Quadratic Regression2022
- Author(s)
  Junichi Imai
- Organizer
  日本金融・証券計量・工学学会
- Data Source
  KAKENHI-PROJECT-21K04534
[Presentation] A Numerical Method for Hedging Bermudan Options under Model Uncertainty2020
- Author(s)
  今井潤一
- Organizer
  第53回 2020年度夏季JAFEE大会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Innovation in Digital Economy: Digital Transformation of Business Models2019
- Author(s)
  Robin Schneider and Junichi Imai
- Organizer
  Managerial Workshop on INNOVATION & PUBLIC POLICY
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] User-based Valuation of Digital Business Models2019
- Author(s)
  Robin Schneider,今井潤一
- Organizer
  日本リアルオプション学会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Estimating Parameters for Technology Investments: An Application to 3D Printing Technologies2019
- Author(s)
  Robin Schneider,平川仁志,細田昴,金熔,今井潤一
- Organizer
  日本リアルオプション学会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Solving Optimal Investment Decisions under Ambiguity: ADPRL Approach2019
- Author(s)
  今井潤一
- Organizer
  日本リアルオプション学会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] リアルオプション分析におけるソフトウェアの活用2018
- Author(s)
  今井潤一
- Organizer
  日本リアルオプション学会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Valuing Investments in Digital Business Transformation2018
- Author(s)
  R. Schneider and J. Imai
- Organizer
  The 22nd Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Optimal Investment under Levy Ambiguity2017
- Author(s)
  Junichi Imai, Motoh, Tsujimura
- Organizer
  21st Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Optimal Investment under Levy Ambiguity2017
- Author(s)
  今井潤一，辻村元男
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  沖縄県市町村自治会館（沖縄県・那覇市）
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] プロスペクト確率優越に整合的なリスク尺度 Truncated Expected Shortfall の提案2017
- Author(s)
  小野崎純人,今井潤一
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  沖縄県市町村自治会館（沖縄県・那覇市）
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Reference-dependent Expected Shortfall: new descriptive risk measures consistent with Prospect theory2017
- Author(s)
  Sumito Onozaki, Junichi Imai
- Organizer
  Quantitative Methods in Finance 2017 (QMF2017)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Reference-dependent Expected Shortfall: a new descriptive risk measure consistent with Prospect theory2017
- Author(s)
  Sumito Onozaki, Junichi Imai
- Organizer
  A seminar in Statistics and Actuarial Science, University of Waterloo
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] プロスペクト確率優越に整合的なリスク尺度2017
- Author(s)
  小野崎純人, 今井潤一
- Organizer
  日本保険・年金リスク学会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] 膜天井事業の経済性分析と最適な意思決定: リアルオプションアプローチを用いた新規ビジネスに関するケーススタディ2017
- Author(s)
  福井勇太,今井潤一
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  沖縄県市町村自治会館（沖縄県・那覇市）
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Valuing the Acquisition of a New Business under Ambiguity: A Case Study in Japan2017
- Author(s)
  Yuta Fukui, Junichi Imai
- Organizer
  21st Annual International Real Options Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] 近似動的計画法を用いたマーケットインパクト影響下での最適執行戦略の導出2017
- Author(s)
  新谷一平,今井潤一
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  沖縄県市町村自治会館（沖縄県・那覇市）
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] マーケットファクターがCDSスプレッドの変動の分布に与える影響の分析2017
- Author(s)
  池田浩司,今井潤一
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  沖縄県市町村自治会館(沖縄県・那覇市)
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] A real option case under ambiguity2017
- Author(s)
  今井潤一, 福井勇太
- Organizer
  日本リアルオプション学会 2017研究大会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] フィナンシャル・エンジニアリングにおける準モンテカルロ法の効率化2017
- Author(s)
  今井潤一
- Organizer
  日本OR学会中部支部シンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] 意思決定理論との整合性を考慮した記述的リスク尺度の提案2017
- Author(s)
  小野崎純人，今井潤一
- Organizer
  日本リアルオプション学会 2017研究大会
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Reference-dependent Expected Shortfall: A new measure without perceiving tail events2017
- Author(s)
  Sumito Onozaki, Junichi Imai
- Organizer
  International Federation of Operational Reserch Societies (IFORS) 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] A Review of Developing Efficient Quasi-Monte Carlo Method2016
- Author(s)
  Junichi Imai
- Organizer
  Research seminar in department of Statistics and Actuarial Science
- Place of Presentation
  University of Waterloo(Canada)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity2016
- Author(s)
  Motoh Tsujimura and Junichi Imai
- Organizer
  日本オペレーションズ・リサーチ学会
- Place of Presentation
  山形大学(山形県・山形市)
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Real Option: Back to Origin and Heading for New frontier2016
- Author(s)
  Junichi Imai
- Organizer
  日本リアルオプション学会
- Place of Presentation
  中央大学(東京都・文京区)
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Enhancement of QMC: severity and tail dimension2016
- Author(s)
  Junichi Imai
- Organizer
  Keio Symposium on Risk Assessment
- Place of Presentation
  慶應義塾大学(神奈川県・横浜市)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Assessing Capital Investment Strategy with Convex Adjustment Cost under Ambiguity2016
- Author(s)
  Motoh Tsujimura and Junichi Imai
- Organizer
  日本リアルオプション学会
- Place of Presentation
  中央大学(東京都・文京区)
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Hedging Financial Derivatives in Incomplete Market Using an Approximate Dynamic Programming2015
- Author(s)
  Junichi Imai
- Organizer
  Columbia-JAFEE Conference 2015
- Place of Presentation
  Columbia University(U.S.A.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] An Efficient Numerical Procedure for Financial Engineering Using Quasi-Monte Carlo Method2015
- Author(s)
  Junichi Imai
- Organizer
  計量経済学ワークショップ
- Place of Presentation
  慶應義塾大学経済研究所(東京都・港区)
- Invited
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] Archimedean Copulas for Random Sums2015
- Author(s)
  Yuya Suzuki, Junichi Imai
- Organizer
  The Quantitative Methods in Finance 2015 Conference
- Place of Presentation
  Sydney (Australia)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02973
[Presentation] リアルオプションの導入とその発展2013
- Author(s)
  今井潤一
- Organizer
  応用統計計量ワークショップ
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] リアルオプション：アプローチの導入から現状の課題まで2013
- Author(s)
  今井潤一
- Organizer
  リアルオプション・ワークショップ
- Place of Presentation
  同志社大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] 実質次元減少法によるQMCを用いたポートフォリオのリスク指標の推定2012
- Author(s)
  鈴木悠也, 今井潤一
- Organizer
  JAFEE2012 夏季大会
- Place of Presentation
  成城大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] レジームスイッチする金利のもとでの生命保険負債の経済価値評価2012
- Author(s)
  青木, 今井
- Organizer
  JAFEE 2011冬季大会
- Place of Presentation
  筑波大学
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Time-changed Le'vy 過程の下でのアメリカンオプションの評価2012
- Author(s)
  杉浦大輔, 今井潤一
- Organizer
  JAFEE2012 夏季大会
- Place of Presentation
  成城大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] リアルオプション2012
- Author(s)
  今井潤一
- Organizer
  リアルオプションセミナー
- Place of Presentation
  青山学院大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] 裾従属情報を考慮した分布境界によるポートフォリオリスクの評価2012
- Author(s)
  宗, 今井
- Organizer
  JAFEE 2011冬季大会
- Place of Presentation
  筑波大学
- Year and Date
  2012-03-12
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] システマティック・ファクターを考慮した確率的な回収率の下でのポートフォリオ・クレジット・デリバティブ評価2012
- Author(s)
  大谷祐子, 今井潤一
- Organizer
  JAFEE2012 夏季大会
- Place of Presentation
  成城大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] Hedging Guaranteed Annuity Options under non-Gaussian Market and Interest Rate Risks2012
- Author(s)
  Junichi Imai, Masanori Hatashita, Yasuhiro Kanako
- Organizer
  16th International Congress on Insurance:Mathematics and Economics
- Place of Presentation
  University of Hong Kong
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] Quasi-Monte Carlo method for simulating multi-dimensional Le'vy process2011
- Author(s)
  Junichi Imai
- Organizer
  The Annual Conference of Asia-Pacific Risk and Insurance Association (APRIA)
- Place of Presentation
  Meiji University, JAPAN
- Year and Date
  2011-08-02
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Pricing exotic options with discontinuous functions using efficient quasi-Monte Carlo sampling2011
- Author(s)
  Junichi Imai
- Organizer
  15th International Congress on Insurance : Mathematics and Economics (IME201l)
- Place of Presentation
  University of Trieste, ITALY
- Year and Date
  2011-06-15
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Dimension Reduction Methods in Pricing Exotic Options under a Levy Market2011
- Author(s)
  今井潤一
- Organizer
  管理工学セミナー
- Place of Presentation
  慶應義塾大学
- Year and Date
  2011-04-20
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Pricing exotic options with discontinuous functions using efficient quasi-Monte Carlo sampling2011
- Author(s)
  J. Imai
- Organizer
  15th International Congress on Insurance : Mathematics and Economics(IME2011)
- Place of Presentation
  University of Trieste, ITALY
- Year and Date
  2011-06-15
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Quasi-Monte Carlo method for simulating multi-dimensional Le' vy process2011
- Author(s)
  J. Imai
- Organizer
  The Annual Conference of Asia-Pacific Risk and Insurance Association(APRIA)
- Place of Presentation
  Meiji University, JAPAN
- Year and Date
  2011-08-02
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Optimal Cash Holdings with Dynamic Capital Structure2011
- Author(s)
  寺本, 今井
- Organizer
  日本リアルオプション学会(JAROS2011)
- Place of Presentation
  青山学院大学
- Year and Date
  2011-11-06
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] システミックリスクを考慮したCDOのリスク評価2010
- Author(s)
  大可泰士, 今井潤一
- Organizer
  日本保険・年金リスク学会
- Place of Presentation
  大手町サンケイホール
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-21510158
[Presentation] システミックリスクを考慮したCDOのリスク評価2010
- Author(s)
  大可泰士, 今井潤一
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  大手町サンケイビル
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-21510158
[Presentation] A numerical comparison of dimension reduction methods to simulating exotic options under a Levy market2010
- Author(s)
  J. Imai
- Organizer
  14th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  University of Toronto
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Quasi-Monte Carlo method for Levy processes via serires representations2010
- Author(s)
  今井
- Organizer
  JAFEE2010夏季大会
- Place of Presentation
  成城大学
- Year and Date
  2010-07-30
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] A Generalized Linear Transformation Method for Simulating Meixner Levy Processes2009
- Author(s)
  K. S. Tan and J. Imai
- Organizer
  The 2009 International Conference of Financial Engineering
- Place of Presentation
  London, U. K
- Year and Date
  2009-07-02
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] 準モンテカルロ法を利用したLevy 過程のシミュレーション2009
- Author(s)
  今井潤一
- Organizer
  オペレーションズ・リサーチ学会東北支部会
- Place of Presentation
  東北大学
- Year and Date
  2009-03-31
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] The Innovator's Dilemma Under Customer Preferences Uncertainty2009
- Author(s)
  J.Imai
- Organizer
  the International Annual Real Options Conference 2009
- Place of Presentation
  Minho, Portugal
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] Monte Carlo method for infinitely divisible random vectors and Levy process via series representations2009
- Author(s)
  J.Imai
- Organizer
  WatRISQ Semina
- Place of Presentation
  University of Waterloo, Canada
- Year and Date
  2009-09-08
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] The Innovator's Dilemma Under Customer Preferences Uncertainty2009
- Author(s)
  J. Imai
- Organizer
  The International Annual Real Options Conference 2009
- Place of Presentation
  Minho, Portugal
- Year and Date
  2009-06-19
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] 準モンテカルロ法の高速化技法 : 一般化線形変換による分散減少法と一般化双曲レヴィ分布への適用2009
- Author(s)
  今井潤一
- Organizer
  日本銀行金融研究所セミナー
- Place of Presentation
  日本銀行
- Year and Date
  2009-02-05
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] 準モンテカルロ法を利用したLe'vy過程のシミュレーション2009
- Author(s)
  今井潤一
- Organizer
  オペレーションズリサーチ学会東北部会
- Place of Presentation
  東北大学
- Year and Date
  2009-03-31
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] Monte Carlo method for infinitely divisible random vectors and Levy process via series representations2009
- Author(s)
  J. Imai
- Organizer
  WatRISQ Seminar
- Place of Presentation
  University of Waterloo, Canada
- Year and Date
  2009-09-08
- Data Source
  KAKENHI-PROJECT-21710157
[Presentation] 準モンテカルロ法の高速化技法:一般化線形変換による分散減少法と一般化双曲レヴィ分布への適用2009
- Author(s)
  今井潤一
- Organizer
  日本銀行金融研究所セミナー
- Place of Presentation
  日本銀行
- Year and Date
  2009-02-05
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process2008
- Author(s)
  J. Imai and K.S. Tan
- Organizer
  12th International Congress on Insurance : Mathematics & Economics
- Place of Presentation
  Tsinghua University, Dalian, China
- Year and Date
  2008-07-18
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] レヴィ過程のための(準)モンテカルロ・シミュレーション2008
- Author(s)
  今井潤一
- Organizer
  特別セッション,日本リアルオプション学会2008年研究発表大会(JAROS2008)
- Place of Presentation
  明海大学
- Year and Date
  2008-11-08
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] A numerical approach for accelerating QMC method under the Generalized Hyperbolic Le'vy Process2008
- Author(s)
  今井潤一
- Organizer
  日本オペレ-ションズ・リサーチ学会研究部会,「ファイナンスと意思決定」
- Place of Presentation
  首都大学東京
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process2008
- Author(s)
  Junichi Imai and Ken Seng Tan
- Organizer
  2008 Daiwa Young Researchers' International Workshop on Finance
- Place of Presentation
  Kyoto University
- Year and Date
  2008-03-02
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process2008
- Author(s)
  Junichi Imai and Ken Seng Tan
- Organizer
  2008 Daiwam, Young Researchers' International Workshop on Finance
- Place of Presentation
  Kyoto University, JAPAN
- Year and Date
  2008-03-03
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] リアルオプション・アプローチによるイノベーション選択2008
- Author(s)
  今井潤一
- Organizer
  日本経営財務研究学会第32回全国大会
- Place of Presentation
  東洋大学
- Year and Date
  2008-09-28
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] A numerical approach for accelerating QMC method under the Generalized Hyperbolic Levy Process2008
- Author(s)
  Junichi Imai
- Organizer
  日本オペレーションズ・リサーチ学会研究部会,「ファイナンスと意思決定」
- Place of Presentation
  首都大学東京秋葉原サテライトキャンパス
- Year and Date
  2008-11-19
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] リアルオプションアプローチによるイノベーション選択2008
- Author(s)
  今井潤一
- Organizer
  日本経営財務研究学会第32回全国大会
- Place of Presentation
  東洋大学
- Year and Date
  2008-09-28
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] レヴィ過程のための(準)モンテカルロ・シミュレーション2008
- Author(s)
  今井潤一
- Organizer
  日本リアルオプション学会2008年研究発表大会(JAROS2008)
- Place of Presentation
  明海大学
- Year and Date
  2008-11-08
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] マルコフ完全均衡と離散選択モデルを用いたイノベーションのジレこイマの分析2008
- Author(s)
  今井潤一
- Organizer
  日本リアルオプション学会2008年研究発表大会(JAROS2008)
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Accelerating Quasi-Monte Carlo Method for Option Pricing under the Generalized Hyperbolic Levy Process2008
- Author(s)
  Junichi Imai and Ken Seng Tan
- Organizer
  12th International Congress on Insurance : Mathematics & Economics
- Place of Presentation
  School of Economics and Management, Tsinghua University, Dalian, China
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Enhanced Quasi-Monte Carlo Method for simulating Le' vy Process2008
- Author(s)
  今井潤一
- Organizer
  金融工学・数理計量ファイナンスの諸問題2008
- Place of Presentation
  大阪大学金融・保険教育センター(CSFI)
- Year and Date
  2008-12-07
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Enhanced Quasi-Monte Carlo Method for simulating generalizedh : perbolic Levy process2008
- Author(s)
  J. Imai and K.S. Tan
- Organizer
  Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2008)
- Place of Presentation
  University de Montreal, CANADA
- Year and Date
  2008-07-06
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] An Enhanced Quasi-Monte Carlo Method for simulating generalized hyperbolic Levy process2008
- Author(s)
  Ken Seng Tan and Junichi Imai
- Organizer
  Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing MCQMC2008)
- Place of Presentation
  Universite de Montreal, CANADA
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] マルコフ完全均衡と離散選択モデルを用いたイノベーションのジレンマの分析2008
- Author(s)
  今井潤一
- Organizer
  日本リアルオプション学会2008年研究発表大会(JAROS2008)
- Place of Presentation
  明海大学
- Year and Date
  2008-11-09
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] The Investment Game under Uncertainty:An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage2007
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Organizer
  11th Annual Real Options Conference
- Place of Presentation
  UC Berkeley,CA,USA
- Year and Date
  2007-06-08
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] リアルオプション分析の現状2007
- Author(s)
  今井潤一
- Organizer
  RISK WORKSHOP「リアルオプション・アプローチによる新しい経営戦略の可能性」「リスク評価とリアルオプション」研究会
- Place of Presentation
  名古屋市立大学
- Year and Date
  2007-02-03
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Le'vy process2007
- Author(s)
  今井潤一
- Organizer
  京都大学数理解析研究所/科学研究費補助金研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-20
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] The Investment Game under Uncertainty : An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage2007
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  11th Annual Real Options Conference
- Place of Presentation
  UC Berkeley, CA, USA
- Year and Date
  2007-06-08
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Recent studies of the real option analysis(in Japanese)2007
- Author(s)
  Junichi, Imai
- Organizer
  Risk' workshop on a possibility of new development of managerial strategy
- Place of Presentation
  Nagoya City University
- Year and Date
  2007-02-03
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Levy process2007
- Author(s)
  今井潤一
- Organizer
  平成19年度京都大学数理解析研究所/科学研究費補助金研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-20
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] リアル・オプションの概要と最近の研究動向2006
- Author(s)
  今井潤一
- Organizer
  ワークショップ「リアル・オプションとゲーム理論」
- Place of Presentation
  中央大学
- Year and Date
  2006-07-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Valuing Switching Options by Simulation and an Application to Oil Refinery2006
- Author(s)
  Junichi Imai
- Organizer
  10th Annual International Conference on Real Options
- Place of Presentation
  Columbia University,New York,United States
- Year and Date
  2006-06-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Valuing Switching Options by Simulation and an Application to Oil Refinery2006
- Author(s)
  Junichi, Imai
- Organizer
  10th Annual International Conference on Real Options
- Place of Presentation
  Columbia University, New York, United States
- Year and Date
  2006-06-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly2006
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Organizer
  ISER SEMINAR SERIES:Winter 2006
- Place of Presentation
  Osaka University
- Year and Date
  2006-02-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] strategic decision making under uncertain environment(in Jpanese)2006
- Author(s)
  Junichi, Imai, Real, options
- Organizer
  Security Analysis Association of Japan
- Place of Presentation
  Matsuda hall, Tokyo
- Year and Date
  2006-05-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Valuing Switching Options by Simulation and an Application to Oil Refinery2006
- Author(s)
  Junichi Imai
- Organizer
  10th Annual International Conference on Real Options
- Place of Presentation
  Columbia University, New York, United States
- Year and Date
  2006-06-14
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] The Enhanced LT method using Effective Dimension Distribution2006
- Author(s)
  Junichi Imai and Ken Seng Tan,
- Organizer
  Festkolloquium in Honour of Phelim Boyle
- Place of Presentation
  University of Waterloo, CANADA
- Year and Date
  2006-06-29
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] リアルオプション-変化の激しい現代における戦略的な意思決定法-2006
- Author(s)
  今井潤一
- Organizer
  日本証券アナリスト協会
- Place of Presentation
  マツダホール,東京
- Year and Date
  2006-05-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly2006
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Organizer
  Stochastic Processes and Applications to Mathematical Finance 2006
- Place of Presentation
  Ritsumeikan University
- Year and Date
  2006-03-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly2006
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  Stochastic Processes and Applications to Mathematical Finance
- Place of Presentation
  Ritsumeikan University
- Year and Date
  2006-03-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Numerical Approach for Real Option Values and Equilibrium Strategies in Duopoly2006
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  ISER SEMINAR SERIES : Winter
- Place of Presentation
  Osaka University
- Year and Date
  2006-02-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Introduction and recent development of real options analyses(in Japanese)2006
- Author(s)
  Junichi, Imai
- Organizer
  Workshop on Real Options and Game Theory
- Place of Presentation
  Chuo University
- Year and Date
  2006-07-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Enhancing the dimension reduction technique using the effective dimension distribution2006
- Author(s)
  Junichi Imai and Ken Seng Tan
- Organizer
  Bachelier Finance 2006 4th World Congress
- Place of Presentation
  Hitotsubashi University, Tokyo, JAPAN
- Year and Date
  2006-08-18
- Data Source
  KAKENHI-PROJECT-18710126
[Presentation] A Two-Stage Investment Game with Real Option Analysis(in Japanese)2005
- Author(s)
  Junichi, Imai
- Organizer
  Workshop on Measuring Risk under a competitive environment
- Place of Presentation
  Iwate Prefectural University
- Year and Date
  2005-08-04
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-Stage Investment Game with Real Option Analysis(in Japanese)2005
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  The 2005 Fall National Conference of the Operations Research Society of Japan
- Place of Presentation
  Kobe Gakuin University
- Year and Date
  2005-09-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] What is real options? : A tutorial(in Japanse)2005
- Author(s)
  Junichi, Imai
- Organizer
  Workshop on Measuring Risk under a competitive environment
- Place of Presentation
  Iwate Prefectural University
- Year and Date
  2005-08-04
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Two-Stage Investment Game with Real Option Analysis2005
- Author(s)
  今井潤一
- Organizer
  ワークショップ「競合状況下の定量的リスク評価法」
- Place of Presentation
  岩手県立大学
- Year and Date
  2005-08-04
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-stage Investment Game in Real Option Analysis2005
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Organizer
  2005 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Sankei Plaza,Tokyo
- Year and Date
  2005-07-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] リアル・オプション-不確実性下の最適な意思決定-2005
- Author(s)
  今井潤一
- Organizer
  住友経営テクノロジーフォーラム
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2005-07-19
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] 戦略的思考を取り入れたリアル・オプション-離散2時点モデルによる分析-2005
- Author(s)
  今井潤一, 渡辺隆裕
- Organizer
  日本ファイナンス学会第13回大会
- Place of Presentation
  横浜国立大学
- Year and Date
  2005-06-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-Stage Investment Game with Real Option Analysis2005
- Author(s)
  今井潤一, 渡辺隆裕
- Organizer
  日本OR学会2005年度秋季大会
- Place of Presentation
  神戸学院大学
- Year and Date
  2005-09-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-Stage Investment Game with Real Option Analysis2005
- Author(s)
  今井潤一
- Organizer
  ワークショップ「競合状況下の定量的リスク評価法」
- Place of Presentation
  岩手県立大学
- Year and Date
  2005-08-05
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Real options -Optimal decision under uncertainty-(in Japanese)2005
- Author(s)
  Junichi, Imai
- Organizer
  Sumitomo Management Technology Forum
- Place of Presentation
  Osaka University
- Year and Date
  2005-07-19
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-stage Investment Game in Real Option Analysis2005
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  2005 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Sankei Plaza, Tokyo
- Year and Date
  2005-07-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-stage Investment Game in Real Option Analysis2005
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  9th Annual International Conference on Real Options
- Place of Presentation
  EDC, Paris, France
- Year and Date
  2005-06-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A Multi-stage Investment Game in Real Option Analysis2005
- Author(s)
  Junichi Imai and Takahiro Watanabe
- Organizer
  9th Annual International Conference on Real Options
- Place of Presentation
  EDC,Paris,France
- Year and Date
  2005-06-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] Real options with strategic thinking -two stage model-(in Japanese)2005
- Author(s)
  Junichi, Imai, Takahiro, Watanabe
- Organizer
  13th NFA Annual Conference
- Place of Presentation
  National University of Yokohama
- Year and Date
  2005-06-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] チュートリアル:リアルオプションとは何か2005
- Author(s)
  今井潤一
- Organizer
  ワークショップ「競合状況下の定量的リスク評価法」
- Place of Presentation
  岩手県立大学
- Year and Date
  2005-08-04
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17510128
[Presentation] A simulation-based stochastic programming model for hedging financial derivatives in a Levy market
- Author(s)
  J. Imai
- Organizer
  17th International Congress on Insurance:Mathematics and Economics
- Place of Presentation
  University of Copenhagen, Denmark
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] Integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment
- Author(s)
  J. Imai
- Organizer
  Seminarierummet
- Place of Presentation
  KTH, Sweden
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Levy Market
- Author(s)
  今井潤一
- Organizer
  JAFEE
- Place of Presentation
  明治大学
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] Corporate Financing and Investment Expansion under Asymmetric Information
- Author(s)
  J. Imai
- Organizer
  17th Annual International Conference on Real Options
- Place of Presentation
  The University of Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-24510200
[Presentation] A Simulation-based Stochastic Programming Model for Hedging Financial Derivatives in a Levy Market
- Author(s)
  J. Imai
- Organizer
  The Quantitative Methods in Finance 2013 Conference
- Place of Presentation
  Hilton Hotel, Sydney, Australia.
- Data Source
  KAKENHI-PROJECT-24510200

1. FURUKAWA Koichi (20016455)

# of Collaborated Projects: 3 results

# of Collaborated Products: 2 results
2. HIBIKI Norio (30245609)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. WATANABE Takahiro (70220895)

# of Collaborated Projects: 2 results

# of Collaborated Products: 26 results
4. KOIDA Nobuo (30363724)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 山本零 (40756376)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Imai Junichi 今井 潤一

IMAI Junichi 今井 潤一

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Developing simulation technology with learning and its application to financePrincipal Investigator

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PRACTICAL ASSET MANAGEMENT MODEL FOR OPTIMAL REBALANCING STRATEGY

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A simulation-based approach for the quantitative risk managementPrincipal Investigator

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Efficient computational methods for quantitative financial risk managementPrincipal Investigator

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MULTI-PERIOD OPTIMIZATION MODEL FOR HOUSEHOLD FINANCIAL PLANNING

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Efficient numerical methods in the computational financePrincipal Investigator

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A Study on efficient computational methods in FinancePrincipal Investigator

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Measuring Risk under Uncertainty and Competition, Game Theotetical Approach to Real Option Valuation

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金融工学におけるシミュレーション技法の開発とその適用Principal Investigator

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Real Option Analysis with the Strategic Thinking -Risk Management under Competition-

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[Book] コーポレートファイナンスの考え方2013

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[Book] 基礎からのコーポレート・ファイナンス 第3版2006

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[Book] Introduction to Corporate Finance, 3rd Edition2006

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Imai Junichi 今井潤一

IMAI Junichi 今井潤一

[Book] 基礎からのコーポレート・ファイナンス第3版2006