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Yamazaki, Akira
13
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12
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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