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person:"Takahashi, Akihiko"
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Takahashi, Akihiko
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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
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2
A New Computational Scheme for Computing Greeks by the Asymptotic 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/10005810978
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