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~person:"Chaudhuri, Ranjan"
~person:"Yamada, Toshihiro"
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Stochastic process
6
Stochastischer Prozess
6
Malliavin calculus
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Option pricing theory
4
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Chaudhuri, Ranjan
Yamada, Toshihiro
Hess, Markus
6
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5
Shen, Yang
5
Takahashi, Akihiko
5
Alòs, Elisa
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Chatterjee, Sheshadri
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Zhu, Yuanguo
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Cutanda Tarin, Antonio
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Delong, Łukasz
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Fan, Jianqing
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Hu, Yijun
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James, Tabitha L.
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International journal of financial engineering
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1
International journal of manpower
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Journal of consumer marketing
1
Journal of strategic marketing
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Mathematics of operations research
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1
Acceptance of social robot and its challenges : from privacy
calculus
perspectives
Chatterjee, Sheshadri
;
Chaudhuri, Ranjan
;
Vrontis, Demetris
- In:
Technological forecasting & social change : an …
196
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014476990
Saved in:
2
Usage of smartphone for financial transactions : from the consumer privacy perspective
Chatterjee, Sheshadri
;
Chaudhuri, Ranjan
;
Vrontis, Demetris
- In:
Journal of consumer marketing
40
(
2023
)
2
,
pp. 193-208
Persistent link: https://www.econbiz.de/10013536092
Saved in:
3
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
4
Examining the dark side of human resource analytics : an empirical investigation using the privacy
calculus
approach
Chatterjee, Sheshadri
;
Chaudhuri, Ranjan
;
Vrontis, Demetris
- In:
International journal of manpower
43
(
2022
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10013357386
Saved in:
5
Examining the global retail apocalypse during the COVID-19 pandemic using strategic omnichannel management : a consumers' data privacy and data security perspective
Chatterjee, Sheshadri
;
Chaudhuri, Ranjan
;
Vrontis, Demetris
- In:
Journal of strategic marketing
29
(
2021
)
7
,
pp. 617-632
Persistent link: https://www.econbiz.de/10012608883
Saved in:
6
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
Saved in:
7
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:
8
A weak approximation with Malliavin weights for local stochastic volatility model
Yamada, Toshihiro
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011673104
Saved in:
9
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
Saved in:
10
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
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