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Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi - In: The journal of computational finance 15 (2011) 2, pp. 111-111
Persistent link: https://www.econbiz.de/10009816298
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Pricing average options on commodities
Shiraya, Kenichiro; Takahashi, Akihiko - In: The journal of futures markets 31 (2011) 5, pp. 407-440
Persistent link: https://www.econbiz.de/10008849682
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Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10008161649
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A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 5, pp. 397-413
Persistent link: https://www.econbiz.de/10008225612
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Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira - In: Advances in mathematical economics 2 (2000), pp. 119-135
Persistent link: https://www.econbiz.de/10009902233
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Monetary equilibrium with buying and selling price spread without transactions costs
Yamazaki, Akira - In: Advances in mathematical economics 6 (2004), pp. 167-183
Persistent link: https://www.econbiz.de/10009902255
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On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture
Yamazaki, Akira - In: Advances in mathematical economics 15 (2011), pp. 89-122
Persistent link: https://www.econbiz.de/10009902333
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On Simple Games with Permission of Voters
Yamazaki, Akira; Inohara, Takehiro; Nakano, Bunpei - In: Journal of the Operations Research Society of Japan : JORSJ 42 (1999) 3, pp. 301
Persistent link: https://www.econbiz.de/10006730318
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Interim core concepts for a bayesian pure exchange economy
Ichiishi, Tatsuro; Yamazaki, Akira - In: Journal of mathematical economics 40 (2004) 3, pp. 347-370
Persistent link: https://www.econbiz.de/10006023705
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VALUATION OF RESIDENTIAL MORTGAGE-BACKED SECURITIES WITH PROPORTIONAL HAZARD MODEL: Cumulant Expansion Approach to Pricing RMBS
Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; … - In: The journal of fixed income 18 (2009) 4, pp. 62-77
Persistent link: https://www.econbiz.de/10008243062