Patents by Inventor Ikuya Matsukawa

Ikuya Matsukawa has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Premium Computation Device for Currency Option, Program, and Storage Medium
    Publication number: 20110288979
    Abstract: As options used to compute a premium of a currency option to be evaluated, forward delta call/put plain options based on a forward rate are applied in addition to an ATM plain option, volatilities of the forward delta call/put plain options are computed, and an exercise price of the forward delta call plain option is computed using the volatility and an exercise price of the forward delta put plain option is computed using the volatility, thereby using the computed results for a computation of a premium for computing a correction value.
    Type: Application
    Filed: March 28, 2008
    Publication date: November 24, 2011
    Inventors: Ikuya Matsukawa, Manabu Yakushijin