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:"Stochastic process"
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
Pricing Swaptions under the Li...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Option pricing theory
96
Optionspreistheorie
96
Stochastischer Prozess
73
Theorie
72
Theory
72
Portfolio selection
45
Portfolio-Management
45
Volatility
40
Volatilität
40
Option trading
26
Optionsgeschäft
26
Yield curve
25
Zinsstruktur
25
Asymptotic expansion
21
Monte Carlo simulation
20
Estimation theory
19
Schätztheorie
19
Derivat
18
Derivative
18
Malliavin calculus
18
Monte-Carlo-Simulation
18
Agent-based modeling
17
Agentenbasierte Modellierung
17
Credit risk
17
Incomplete market
17
Kreditrisiko
17
Unvollkommener Markt
17
CAPM
15
Risiko
15
Risk
15
Analysis
14
Mathematical analysis
14
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Currency option
13
Game theory
13
Spieltheorie
13
Börsenkurs
12
Risk management
12
more ...
less ...
Online availability
All
Free
36
Undetermined
13
Type of publication
All
Book / Working Paper
41
Article
32
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
73
Author
All
Takahashi, Akihiko
51
Yamada, Toshihiro
18
Yamazaki, Akira
18
Shiraya, Kenichiro
13
Saito, Taiga
10
Fujii, Masaaki
8
Takehara, Kohta
5
Kizaki, Keisuke
4
Sato, Seisho
3
Toda, Masashi
3
Tsuchida, Yoshifumi
3
Yamamoto, Kyo
3
Iguchi, Yuga
2
Li, Yuan
2
Naito, Makoto
2
Naito, Riu
2
Rolloos, Frido
2
Umezawa, Yuji
2
Alòs, Elisa
1
Kato, Takashi
1
Kunitomo, Naoto
1
Miyachi, Kaimon
1
Nakano, Masafumi
1
Okano, Yusuke
1
Takahashi, Soichiro
1
Tsuzuki, Yukihiro
1
Uenishi, Hiroki
1
Wang, Cong
1
more ...
less ...
Published in...
All
CARF working paper
12
CIRJE discussion papers / F series
10
International journal of theoretical and applied finance
8
Asia-Pacific financial markets
4
Applied mathematical finance
2
CARF Working Paper Series
2
European journal of operational research : EJOR
2
Mathematics of operations research
2
The journal of computational finance
2
The journal of futures markets
2
Advances in mathematical economics
1
Annals of financial economics
1
Finance and stochastics
1
International journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Review of derivatives research
1
The journal of computational finance : JFC
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
2
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
3
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
4
A general control variate method for time-changed Lévy processes : an application to options pricing
Shiraya, Kenichiro
;
Wang, Cong
;
Yamazaki, Akira
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 25-57
Persistent link: https://www.econbiz.de/10014486932
Saved in:
5
Pricing multiasset cross-currency options
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Saved in:
6
Pricing discrete barrier options under stochastic volatility
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10009660697
Saved in:
7
Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Toda, Masashi
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 111-148
Persistent link: https://www.econbiz.de/10009424800
Saved in:
8
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
9
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
10
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
