Matsuda's Quantitative Finance Applied Research Series

• Matsuda, K., July 2005. "Parametric Regularized Calibration of Merton Jump-Diffusion Model with Relative Entropy: What Difference Does It Make?" A part of Ph.D. thesis which was filed on May 2006. Graduate School and University Center of the City University of New York.
• Matsuda, K., June 2005. "Calibration of Lévy Option Pricing Models: Application to S&P 500 Futures Option." A part of Ph.D. thesis which was filed on May 2006. Graduate School and University Center of the City University of New York.
• Matsuda, K., February 2005, Introduction to the Mathematics of Lévy Processes. A part of Ph.D. thesis which was filed on May 2006. Graduate School and University Center of the City University of New York.
• Matsuda, K., December 2004, Introduction to Option Pricing with Fourier Transform: Option Pricing with Exponential Lévy Models, A part of Ph.D. thesis which was filed on May 2006, Graduate School and University Center of the City University of New York.
• Matsuda, K., April 2004, "Dynamics of Risk Neutral Densities Implied by Financial Asset Price." Working paper, Graduate School and University Center of the City University of New York.