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Year of publication
Subject
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Theorie 119 Theory 119 Option pricing theory 76 Optionspreistheorie 76 Volatility 55 Volatilität 55 Portfolio selection 53 Portfolio-Management 53 Stochastic process 53 Stochastischer Prozess 53 Japan 47 Aktienmarkt 39 Capital income 39 Kapitaleinkommen 39 Stock market 39 Börsenkurs 38 Share price 38 Yield curve 38 Zinsstruktur 38 CAPM 30 Credit risk 27 Kreditrisiko 27 Derivat 26 Derivative 26 Option trading 25 Optionsgeschäft 25 ARCH model 24 ARCH-Modell 24 Black-Scholes model 22 Black-Scholes-Modell 22 Estimation 22 Schätzung 22 Hedging 20 China 19 South Korea 17 Südkorea 17 Markov chain 16 Markov-Kette 16 Estimation theory 15 Financial crisis 15
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Online availability
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Undetermined 76
Type of publication
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Article 370 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 377 Aufsatz in Zeitschrift 377 Collection of articles of several authors 8 Sammelwerk 8 Conference proceedings 5 Konferenzschrift 5
Language
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English 378
Author
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Takahashi, Akihiko 15 Platen, Eckhard 10 Yamada, Yuji 8 Shirakawa, Hiroshi 7 Ishijima, Hiroshi 5 Kariya, Takeaki 5 Tsurumi, Hiroki 5 Akahori, Jirô 4 Bhar, Ramaprasad 4 Chiarella, Carl 4 Fujita, Takahiko 4 Nakamura, Hisashi 4 Nakamura, Nobuhiro 4 Nakatsuma, Teruo 4 Runggaldier, Wolfgang J. 4 Sekine, Jun 4 Siu, Tak Kuen 4 Takaoka, Koichiro 4 Chung, Hay Y. 3 Delbaen, Freddy 3 Elliott, Robert J. 3 Fujii, Masaaki 3 Ishimura, Naoyuki 3 Kim, Jeong-bon 3 Kim, Yong-jin 3 Klebaner, Fima C. 3 Kunitomo, Naoto 3 Le Courtois, Olivier 3 Li, Steven 3 Miura, Ryozo 3 Muroi, Yoshifumi 3 Nakajima, Katsushi 3 Nowman, Kalid Ben 3 Primbs, James A. 3 Sato, Seisho 3 So, Mike Ka-pui 3 Takahashi, Hajime 3 Tsuda, Hiroshi 3 Yamamura, Yoshiro 3 Aono, Kohei 2
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Institution
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Columbia University 1 Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY> 1 Joint Workshop on Financial Engineering <2, 2007, Stanford, Calif.> 1 Mathematics of Finance Conference <7, 2004, New York, NY> 1
Published in...
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Asia-Pacific financial markets 378
Source
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ECONIS (ZBW) 378
Showing 1 - 10 of 378
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Earnings management, capital management and signalling behaviour of Indian banks
Vishnani, Sushma; Agarwal, Sonu; Agarwalla, Ritika; … - In: Asia-Pacific financial markets 26 (2019) 3, pp. 285-295
Persistent link: https://www.econbiz.de/10012309661
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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
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Asset pricing test using alternative sets of portfolios: evidence from India
Das, Sudipta - In: Asia-Pacific financial markets 26 (2019) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10012309665
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Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki; Kinoshita, Tsuyoshi - In: Asia-Pacific financial markets 26 (2019) 3, pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
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On discrete probability approximations for transaction cost problems
Butt, Nabeel - In: Asia-Pacific financial markets 26 (2019) 3, pp. 365-389
Persistent link: https://www.econbiz.de/10012309693
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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
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Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
Wee, Yeap Lau; Yip, Tien-Ming - In: Asia-Pacific financial markets 26 (2019) 4, pp. 409-427
Persistent link: https://www.econbiz.de/10012309719
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Financial markets development and financing choice of firms: new evidence from Asia
Yadav, Inder Sekhar; Pahi, Debasis; Gangakhedkar, Rajesh - In: Asia-Pacific financial markets 26 (2019) 4, pp. 429-451
Persistent link: https://www.econbiz.de/10012309740
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Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
Shimizu, Hidehiko; Shiohama, Takayuki - In: Asia-Pacific financial markets 26 (2019) 4, pp. 453-477
Persistent link: https://www.econbiz.de/10012309815
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Stylized facts of the Indian stock market
Sen, Rituparna; Subramaniam, Manavathi - In: Asia-Pacific financial markets 26 (2019) 4, pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
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