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Backward smoothing for noisy non-stationary time series
Sato, Seisho
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Kunitomo, Naoto
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2021
Persistent link: https://www.econbiz.de/10012813370
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Frequency regression and smoothing for noisy nonstationary time series
Sato, Seisho
;
Kunitomo, Naoto
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2021
Persistent link: https://www.econbiz.de/10012813391
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
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2023
Persistent link: https://www.econbiz.de/10014438131
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4
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
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5
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:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
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2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
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2021
Persistent link: https://www.econbiz.de/10012616241
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8
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
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2021
-
This version: 12 March, 2021
Persistent link: https://www.econbiz.de/10012616255
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9
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
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2021
-
This version: 25 September, 2021
Persistent link: https://www.econbiz.de/10012813504
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10
Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Takahashi, Akihiko
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2021
-
First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
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