| Global optimization for H/sub/spl infin//control with constant diagonal scaling Y Yamada, S Hara IEEE Transactions on Automatic Control 43 (2), 191-203, 1998 | 77 | 1998 |
| Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives T Matsumoto, Y Yamada Energy Economics 95, 105101, 2021 | 35 | 2021 |
| Valuation and hedging of weather derivatives on monthly average temperature 山田雄二 The journal of risk 10 (1), 101-125, 2007 | 35 | 2007 |
| Global optimization for constantly scaled/spl Hscr//sub/spl infin//control problem Y Yamada, S Hara, H Fujioka Proceedings of 1995 American Control Conference-ACC'95 1, 427-430, 1995 | 35 | 1995 |
| Option pricing with a pentanomial lattice model that incorporates skewness and kurtosis JA Primbs, M Rathinam, Y Yamada Applied Mathematical Finance 14 (1), 1-17, 2007 | 22 | 2007 |
| Pairs trading under transaction costs using model predictive control JA Primbs, Y Yamada Quantitative Finance 18 (6), 885-895, 2018 | 21 | 2018 |
| Properties of multinomial lattices with cumulants for option pricing and hedging Y Yamada, JA Primbs Asia-Pacific financial markets 11, 335-365, 2004 | 21 | 2004 |
| Optimal hedging of prediction errors using prediction errors Y Yamada Asia-Pacific financial markets 15, 67-95, 2008 | 20 | 2008 |
| Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market T Matsumoto, Y Yamada Asia-Pacific Financial Markets 26 (2), 211-227, 2019 | 19 | 2019 |
| A new computational tool for analysing dynamic hedging under transaction costs JA Primbs, Y Yamada Quantitative Finance 8 (4), 405-413, 2008 | 16 | 2008 |
| A moment computation algorithm for the error in discrete dynamic hedging JA Primbs, Y Yamada Journal of Banking & Finance 30 (2), 519-540, 2006 | 16 | 2006 |
| Value-at-risk estimation for dynamic hedging Y Yamada, JA Primbs International Journal of Theoretical and Applied Finance 5 (04), 333-354, 2002 | 16 | 2002 |
| Model predictive control for optimal portfolios with cointegrated pairs of stocks Y Yamada, JA Primbs 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 5705-5710, 2012 | 14 | 2012 |
| The matrix product eigenvalues problem-global optimization for the spectral radius of a matrix product under convex constraints Y Yamada, S Hara Proceedings of the 36th IEEE Conference on Decision and Control 5, 4926-4931, 1997 | 14 | 1997 |
| Distribution-based option pricing on lattice asset dynamics models Y Yamada, JA Primbs International Journal of Theoretical and Applied Finance 5 (06), 599-618, 2002 | 12 | 2002 |
| Mitigation of the inefficiency in imbalance settlement designs using day-ahead prices T Matsumoto, D Bunn, Y Yamada IEEE Transactions on Power Systems 37 (5), 3333-3345, 2021 | 11 | 2021 |
| Customized yet Standardized temperature derivatives: A non-parametric approach with suitable basis selection for ensuring robustness T Matsumoto, Y Yamada Energies 14 (11), 3351, 2021 | 10 | 2021 |
| Simultaneous optimization for wind derivatives based on prediction errors Y Yamada 2008 American Control Conference, 350-355, 2008 | 10 | 2008 |
| ∈-Feasibility for H∞ Control Problem with Constant Diagonal Scaling Y Yamada, S Hara, H Fujioka Transactions of the Society of Instrument and Control Engineers 33 (3), 155-162, 1997 | 10 | 1997 |
| Global optimization for/spl Hscr//sub/spl infin//control with block-diagonal constant scaling Y Yamada, S Hara Proceedings of 35th IEEE Conference on Decision and Control 2, 1325-1330, 1996 | 10 | 1996 |
James PrimbsProfessor of Finance, California State University FullertonVerified email at fullerton.edu
