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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~person:"Takahashi, Akihiko"
~source:"econis"
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Search: subject:"Option"
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Option pricing theory
10
Optionspreistheorie
10
Asymptotic expansion
5
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
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Takahashi, Akihiko
Cui, Zhenyu
5
Fusai, Gianluca
5
Chiarella, Carl
4
Fujita, Takahiko
4
Kirkby, J. Lars
4
Liu, Xiaoquan
4
Marazzina, Daniele
4
Muroi, Yoshifumi
4
Nguyen, Duy
4
Shiraya, Kenichiro
4
Date, Paresh
3
Fabozzi, Frank J.
3
Fanelli, Viviana
3
Fujii, Masaaki
3
Germano, Guido
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Kwok, Yue-Kuen
3
Lukas, Elmar
3
Pflug, Georg
3
Shirakawa, Hiroshi
3
Stentoft, Lars
3
Takaoka, Koichiro
3
Wong, Hoi Ying
3
Yamada, Yuji
3
Ballestra, Luca Vincenzo
2
Ballotta, Laura
2
Cao, Yi
2
Chockalingam, Arun
2
Chourdakis, Kyriakos
2
Elliott, Robert J.
2
Han, Bing
2
He, Zhijian
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Islyaev, Suren
2
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2
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Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
International journal of theoretical and applied finance
7
CIRJE discussion papers / F series
6
CARF working paper
5
International journal of financial engineering
3
The journal of futures markets
3
CARF Working Paper Series
2
Mathematics of operations research
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The journal of computational finance
2
Advances in mathematical economics
1
Finance and banking developments
1
Interest rate modelling after the financial crisis
1
International review of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
2
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:
3
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:
4
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
5
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
6
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
7
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:
8
Pricing discrete barrier options under stochastic volatility
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10009660697
Saved in:
9
A remark on a singular perturbation method for
option
pricing under a stochastic volatility model
Yamamoto, Kyo
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Saved in:
10
A new computational scheme for computing greeks by the asymtotic expansion approach
Matsuoka, Ryosuke
;
Takahashi, Akihiko
;
Uchida, Yoshihiko
- In:
Asia-Pacific financial markets
11
(
2004
)
4
,
pp. 393-430
Persistent link: https://www.econbiz.de/10003370689
Saved in:
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