//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Takahashi, Akihiko"
~subject:"Stochastic process"
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
Evolution of Market Uncertaint...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Volatilität
5
Stochastischer Prozess
4
Asymptotic expansion
2
Experiment
2
Theorie
2
Theory
2
Black-Scholes delta hedging
1
Black-Scholes model
1
Black-Scholes-Modell
1
CEV model
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
EU countries
1
EU-Staaten
1
Estimation theory
1
European derivatives
1
Hedging
1
Malliavan calculus
1
Malliavin calculus
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
SABR model
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic volatility
1
Stochastische Volatilität
1
Swap
1
approximation formula
1
drawdown
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Takahashi, Akihiko
Benth, Fred Espen
3
Forde, Martin
3
Liu, Rui Hua
3
Vives, Josep
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Chiarella, Carl
2
Cui, Zhenyu
2
Escobar, Marcos
2
Fabozzi, Frank J.
2
Fouque, Jean-Pierre
2
Funahashi, Hideharu
2
Grzelak, Lech A.
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
Merino, Raúl
2
Mijatovi´c, Aleksandar
2
Oosterlee, Cornelis W.
2
Ostrovsky, Dmitry
2
Pospíšil, Jan
2
Ramponi, A.
2
Rebonato, Riccardo
2
Saporito, Yuri F.
2
Scarlatti, S.
2
Schoutens, Wim
2
Sobotka, Tomáš
2
Stoep, Anthonie W. van der
2
Takehara, Kohta
2
Tassinari, Gian Luca
2
Toda, Masashi
2
Zheng, Wendong
2
Zhu, Song-Ping
2
Zubelli, Jorge P.
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
Asia-Pacific financial markets
2
Mathematics of operations research
2
CARF Working Paper Series
1
European journal of operational research : EJOR
1
The journal of computational finance
1
The journal of futures markets
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
2
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
3
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
4
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->