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Some remarks on mean-variance...
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An extension of mean-variance hedging to the discontinuous case
Arai, Takuji
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Finance and stochastics
9
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2005
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1
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pp. 129-139
Persistent link: https://www.econbiz.de/10002497089
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Convex rsik measures on Orlicz spaces : inf-convolution and shortfall
Arai, Takuji
- In:
Mathematics and financial economics
3
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2010
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2
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pp. 73-88
Persistent link: https://www.econbiz.de/10003983167
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[Alpha] p-projections of random variables and its application to finance
Arai, Takuji
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
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pp. 869-888
Persistent link: https://www.econbiz.de/10003812855
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An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
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pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
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Optimal hedging strategies on asymmetric functions
Arai, Takuji
- In:
Advances in mathematical economics
11
(
2008
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003687446
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Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium
Arai, Takuji
- In:
Advances in mathematical economics
20
(
2016
),
pp. 3-22
Persistent link: https://www.econbiz.de/10011491011
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Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
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Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
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Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
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Approximate option pricing formula for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of theoretical and applied …
25
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013189954
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