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~isPartOf:"Asia-Pacific financial markets"
~subject:"Experiment"
~subject:"Interest rate"
~subject:"Theorie"
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Experiment
Interest rate
Theorie
Option pricing theory
77
Optionspreistheorie
77
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Black-Scholes-Modell
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Asymptotic expansion
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Option pricing
5
Schätztheorie
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4
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4
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4
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4
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Article
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English
32
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Takahashi, Akihiko
4
Fujita, Takahiko
2
Kim, Yong-jin
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Ahn, Hyungsok
1
Becchere, Giovanni
1
Carr, Peter
1
Chiarella, Carl
1
Chung, Tsz-Kin
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Kagenishi, Yoshiteru
1
Kariya, Takeaki
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Xue
1
Lo, C. F.
1
Macrina, Andrea
1
Madan, Dilip B.
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1
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1
Nakajima, Katsushi
1
Nowman, Kalid Ben
1
Papanicolaou, George
1
Parbhoo, Priyanka A.
1
Penaud, Antony
1
Ren, Xuemin
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
234
International journal of theoretical and applied finance
193
The journal of futures markets
141
Finance and stochastics
136
The journal of derivatives : the official publication of the International Association of Financial Engineers
127
Journal of banking & finance
118
The journal of computational finance
100
Applied mathematical finance
99
Review of derivatives research
85
The review of financial studies
76
Journal of economic dynamics & control
67
Journal of financial economics
63
The journal of finance : the journal of the American Finance Association
62
The journal of real estate finance and economics
47
Working paper / National Bureau of Economic Research, Inc.
47
The journal of fixed income
46
Journal of financial and quantitative analysis : JFQA
45
Advances in futures and options research : a research annual
44
Quantitative finance
43
The European journal of finance
40
SFB 649 discussion paper
37
Working paper series / Centre for Practical Quantitative Finance
37
Gabler Edition Wissenschaft
35
International review of economics & finance : IREF
33
Discussion paper / Centre for Economic Policy Research
32
Europäische Hochschulschriften / 5
32
Finance : revue de l'Association Française de Finance
32
SpringerLink / Bücher
31
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
27
Insurance / Mathematics & economics
27
Computational economics
26
NBER working paper series
26
Decisions in economics and finance : DEF ; a journal of applied mathematics
25
Journal of econometrics
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Working paper
25
Economic modelling
24
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1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
3
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:
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
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
6
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
7
Asymptotic expansion formula of
option
price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
8
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
9
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
10
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
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