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11
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4
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Takahashi, Akihiko
12
Kunitomo, Naoto
3
Sato, Seisho
3
Fujii, Masaaki
2
Shiraya, Kenichiro
2
Toda, Masashi
2
Yamazaki, Akira
2
Kobayashi, Takao
1
Nakagawa, Naruhisa
1
TAKAHASHI, AKIHIKO
1
TODA, MASASHI
1
Takehara, Kohta
1
Uchida, Yoshihiko
1
Yamamoto, Kyo
1
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The journal of futures markets
3
Advances in mathematical economics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Global journal of business research : GJBR
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Risk : managing risk in the world's financial markets
1
Structural change and economic dynamics : SC+ED
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The international journal of business and finance research : IJBFR
1
The journal of computational finance
1
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1
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OLC EcoSci
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ECONIS (ZBW)
193
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1
Special issue on Nonlinear non-Gaussian models and related filtering methods - A Monte Carlo filtering approach for estimating the term structure of interest rates
Takahashi, Akihiko
;
Sato, Seisho
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10006564329
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2
Articles - Stationary and Non-stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series
Kunitomo, Naoto
;
Sato, Seisho
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
2
,
pp. 161-190
Persistent link: https://www.econbiz.de/10007682075
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3
Asymmetry in economic time series and the simultaneous switching autoregressive model
Kunitomo, Naoto
;
Sato, Seisho
- In:
Structural change and economic dynamics : SC+ED
7
(
1996
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10007621233
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4
ARTICLES - The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Kunitomo, Naoto
;
Takahashi, Akihiko
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 117
Persistent link: https://www.econbiz.de/10008217200
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5
NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME
TAKAHASHI, AKIHIKO
;
TODA, MASASHI
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155226
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6
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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7
PRICING CONVERTIBLE BONDS WITH DEFAULT RISK
Takahashi, Akihiko
;
Kobayashi, Takao
;
Nakagawa, Naruhisa
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 20-29
Persistent link: https://www.econbiz.de/10007169336
Saved in:
8
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:
9
Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10010077879
Saved in:
10
A new hedge fund replication method with the dynamic optimal portfolio
Takahashi, Akihiko
;
Yamamoto, Kyo
- In:
Global journal of business research : GJBR
4
(
2010
)
4
,
pp. 23-34
Persistent link: https://www.econbiz.de/10009897308
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