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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~person:"Fujii, Masaaki"
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Asymptotic expansion
3
Option pricing theory
3
Optionspreistheorie
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American option
1
BSDEs
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Borrowing rates
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Interacting particle method
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Fujii, Masaaki
Takahashi, Akihiko
11
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Kwok, Yue-Kuen
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Sircar, Kaushik Ronnie
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Baldeaux, Jan
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Date, Paresh
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Applied mathematical finance
Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
Interest rate modelling after the financial crisis
1
International journal of theoretical and applied finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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ECONIS (ZBW)
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An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
2
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
Saved in:
3
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
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