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Kohatsu-Higa, Arturo
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ECONIS (ZBW)
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Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
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2
Weak approximations : a Malliavin calculus approach
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001371928
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3
Models for insider trading with finite utility
Kohatsu-Higa, Arturo
- In:
Paris Princeton lectures on mathematical finance
3
(
2004
),
pp. 103-171
Persistent link: https://www.econbiz.de/10009357089
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4
Moment and polynomial bounds for ruin-related quantities in risk theory
He, Yue
;
Kawai, Reiichiro
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1255-1271
Persistent link: https://www.econbiz.de/10013363852
Saved in:
5
Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001425316
Saved in:
6
Asymptotic behaviour of the density in a parabolic SPDE
Kohatsu-Higa, Arturo
;
Márquez-Carreras, D.
;
Sanz-Solé, M.
-
1999
Persistent link: https://www.econbiz.de/10001372054
Saved in:
7
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Saved in:
8
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
9
On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502
Saved in:
10
Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001637705
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