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~isPartOf:"Asia-Pacific financial markets"
~person:"Takahashi, Akihiko"
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Option pricing theory
9
Optionspreistheorie
9
Asymptotic expansion
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
BSDE
2
Black-Scholes model
2
Black-Scholes-Modell
2
FBSDE
2
Monte Carlo simulation
2
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2
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2
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2
American option
1
Analysis
1
BSDEs
1
Borrowing rates
1
Branching diffusion
1
CAPM
1
CVA
1
Currency option
1
Deep BSDE solver
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Finanzmathematik
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Forward-backward stochastic differential equations (FBSDEs)
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10
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Takahashi, Akihiko
Fujita, Takahiko
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Chiarella, Carl
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Takezawa, Nobuya
2
Tanokura, Yoko
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Ahn, Hyungsok
1
Akahori, Jirô
1
Alfay, Elia
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Baldeaux, Jan
1
Batten, Jonathan A.
1
Becchere, Giovanni
1
Ben Salah, Zied
1
Carr, Peter
1
Chan, Leunglung
1
Chourdakis, Kyriakos
1
Chung, Tsz-Kin
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Asia-Pacific financial markets
International journal of theoretical and applied finance
7
Asia-Pacific Financial Markets
3
International journal of financial engineering
3
The journal of futures markets
3
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
European journal of operational research : EJOR
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
1
The international journal of business and finance research : IJBFR
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1
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
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