Concepedia

Naoto Kunitomo

NK

32

Publications

1.5K

Citations

18

H-Index

1967

Active since

Affiliations

The University of Tokyo(Current)

Stanford University

Kyoto University

Japan University of Economics

Yokohama National University

Naoto Kunitomo is an author at The University of Tokyo specializing in statistics, business, and engineering.

Top concepts

BusinessStatisticsEconometricsEngineeringStatistical InferenceFinanceEstimation TheoryEconomicsAsset PricingEconomic Analysis

Publications per year

1967–2013

32

Publications

32

Pricing Options With Curved Boundaries<sup>1</sup>

Naoto Kunitomo, Masayuki Ikeda · Mathematical Finance · 1992 · 272 citations

Option Pricing, Black-scholes Model, Financial Economics +12

The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims

Naoto Kunitomo, Akihiko Takahashi · Mathematical Finance · 2001 · 139 citations

Valuation Problem, Term Structure Model, Engineering +25

Improving the Parkinson Method of Estimating Security Price Volatilities

Naoto Kunitomo · The Journal of Business · 1992 · 137 citations

Volatility Modeling, Engineering, Parkinson Method +16

On validity of the asymptotic expansion approach in contingent claim analysis

Naoto Kunitomo, Akihiko Takahashi · The Annals of Applied Probability · 2003 · 119 citations

Valuation Problem, Engineering, Law +20

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

T. W. Anderson, Naoto Kunitomo, Takamitsu Sawa · Econometrica · 1982 · 111 citations

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