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~isPartOf:"Asia-Pacific financial markets"
~person:"Fujii, Masaaki"
~person:"Nakajima, Katsushi"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Fujii, Masaaki
Nakajima, Katsushi
Takahashi, Akihiko
10
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4
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Kim, Yong-jin
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Asia-Pacific financial markets
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1
Commodity spread
option
with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
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
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:
5
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
Saved in:
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