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~person:"Yamada, Toshihiro"
~source:"econis"
~subject:"Volatility"
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Asia-Pacific financial markets
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International journal of financial engineering
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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1
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:
2
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:
3
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:
4
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Recent advances in financial engineering 2011: …
,
(pp. 133-181)
.
2012
Persistent link: https://www.econbiz.de/10009573432
Saved in:
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