Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Malliavin calculus"
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
A new scheme for static hedgin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Malliavin calculus
Option pricing theory
88
Optionspreistheorie
88
Theorie
71
Theory
71
Stochastic process
69
Stochastischer Prozess
69
Portfolio selection
45
Portfolio-Management
45
Volatility
31
Volatilität
31
Yield curve
25
Zinsstruktur
25
Option trading
23
Optionsgeschäft
23
Asymptotic expansion
21
Monte Carlo simulation
20
Monte-Carlo-Simulation
18
Agent-based modeling
17
Agentenbasierte Modellierung
17
Credit risk
17
Estimation theory
17
Incomplete market
17
Kreditrisiko
17
Schätztheorie
17
Unvollkommener Markt
17
CAPM
15
Derivat
15
Derivative
15
Risiko
15
Risk
15
Analysis
14
Mathematical analysis
14
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Game theory
13
Spieltheorie
13
Börsenkurs
12
Risk management
12
Share price
12
more ...
less ...
Online availability
All
Free
8
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
Undetermined
3
Author
All
Takahashi, Akihiko
15
Yamada, Toshihiro
12
Iguchi, Yuga
2
Naito, Riu
2
Takehara, Kohta
2
Okano, Yusuke
1
Saito, Taiga
1
Shiraya, Kenichiro
1
TAKAHASHI, AKIHIKO
1
TAKEHARA, KOHTA
1
TODA, MASASHI
1
Toda, Masashi
1
more ...
less ...
Published in...
All
CIRJE discussion papers / F series
6
Asia-Pacific Financial Markets
2
CARF working paper
2
Asia-Pacific financial markets
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Mathematics of operations research
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
RePEc
3
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
2
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:
3
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Recent advances in financial engineering 2011: …
,
(pp. 133-181)
.
2012
Persistent link: https://www.econbiz.de/10009573432
Saved in:
4
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
Saved in:
5
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
Portfolio optimization with choice of a probability measure
Saito, Taiga
;
Takahashi, Akihiko
-
2020
-
Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
Saved in:
8
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coefficients
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
9
Deep asymptotic expansion with weak approximation
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Yamada, Toshihiro
-
2021
-
Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
Saved in:
10
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
