Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CARF working paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing discrete barrier optio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
10
Portfolio-Management
10
Analysis
6
Incomplete market
6
Mathematical analysis
6
Theorie
6
Theory
6
Unvollkommener Markt
6
Agent-based modeling
5
Agentenbasierte Modellierung
5
Estimation theory
5
Schätztheorie
5
Allgemeines Gleichgewicht
4
Asymptotic expansion
4
General equilibrium
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
Anlageverhalten
3
Backward stochastic differential equations
3
Behavioural finance
3
Deep learning
3
Equilibrium theory
3
Gleichgewichtstheorie
3
Malliavin calculus
3
Mathematical programming
3
Mathematische Optimierung
3
Option trading
3
Optionsgeschäft
3
market clearing
3
CAPM
2
Control theory
2
Control variate method
2
more ...
less ...
Online availability
All
Free
30
Undetermined
1
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Takahashi, Akihiko
24
Saito, Taiga
10
Shiraya, Kenichiro
7
Kizaki, Keisuke
6
Yamada, Toshihiro
6
Fujii, Masaaki
4
Rolloos, Frido
3
Alòs, Elisa
2
Li, Yuan
2
Tsuchida, Yoshifumi
2
Yamakami, Tomohisa
2
Yamazaki, Akira
2
Iguchi, Yuga
1
Lin, Zhenwei
1
Mita, Daiya
1
Miyachi, Kaimon
1
Naito, Makoto
1
Naito, Riu
1
Nakano, Masafumi
1
Okano, Yusuke
1
Okawara, Makoto
1
Suzuki, Kanji
1
Takahashi, Soichiro
1
Takehara, Kohta
1
Umezawa, Yuji
1
more ...
less ...
Published in...
All
CARF working paper
CARF F-Series
85
CIRJE F-Series
84
CIRJE discussion papers / F series
26
Asia-Pacific financial markets
14
Papers / arXiv.org
12
International journal of theoretical and applied finance
10
International journal of financial engineering
9
International Journal of Theoretical and Applied Finance (IJTAF)
8
The journal of futures markets
8
Asia-Pacific Financial Markets
7
CARF J-Series
6
CIRJE J-Series
6
Journal of Futures Markets
5
CARF Working Paper Series
4
Quantitative Finance
4
European journal of operational research : EJOR
3
The journal of computational finance
3
Advances in mathematical economics
2
Global journal of business research : GJBR
2
International Review of Finance
2
International review of finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics of operations research
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The international journal of business and finance research : IJBFR
2
The journal of fixed income
2
The quarterly journal of finance
2
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
CARF Working Paper CARF-F-473
1
CARF Working Paper Series CARF-F-149
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance Working Papers
1
Finance and banking developments
1
Finance and stochastics
1
Global Journal of Business Research
1
Insurance : mathematics and economics
1
Interest rate modelling after the financial crisis
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
2
Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Takahashi, Akihiko
-
2021
-
First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
Saved in:
3
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
4
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014331906
Saved in:
5
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coefficients
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2022
Persistent link: https://www.econbiz.de/10014266218
Saved in:
6
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
Saved in:
7
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
Saved in:
8
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438155
Saved in:
9
Equilibriummulti-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10015175526
Saved in:
10
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
