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Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
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3
A state space modeling for proactive management in equity investment
Takahashi, Akihiko
;
Takahashi, Soichiro
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
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4
Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
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5
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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6
Rebalancing static super-replications
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011673107
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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8
A weak approximation with Malliavin weights for local stochastic volatility model
Yamada, Toshihiro
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011673104
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9
An acceleration scheme for deep learning-based BSDE solver using weak expansions
Naito, Riu
;
Yamada, Toshihiro
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012602946
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