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Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi - In: Asia-Pacific financial markets 22 (2015) 2, pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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Pricing foreign exchange options under intervention by absorption modeling
Saito, Taiga - In: Asia-Pacific financial markets 23 (2016) 1, pp. 85-106
Persistent link: https://www.econbiz.de/10011619875
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A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya; Shiraishi, Noriyoshi - In: Asia-Pacific financial markets 5 (1998) 3, pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
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An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko; Takehara, Kohta - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
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The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
Miura, Ryozo; Yamauchi, Hiroaki - In: Asia-Pacific financial markets 5 (1998) 2, pp. 129-158
Persistent link: https://www.econbiz.de/10001372064
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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
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Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki; Takahashi, Akihiko - In: Asia-Pacific financial markets 22 (2015) 3, pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
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Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan; Platen, Eckhard - In: Asia-Pacific financial markets 22 (2015) 3, pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
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Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati - In: Asia-Pacific financial markets 25 (2018) 3, pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
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Commodity spread option with cointegration
Nakajima, Katsushi; Ōhashi, Kazuhiko - In: Asia-Pacific financial markets 23 (2016) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10011619864