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Theory
Option pricing theory
96
Optionspreistheorie
96
Stochastic process
73
Stochastischer Prozess
73
Theorie
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
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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
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38
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6
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Book / Working Paper
49
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23
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21
Aufsatz in Zeitschrift
21
Arbeitspapier
16
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16
Graue Literatur
15
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15
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2
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English
72
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Takahashi, Akihiko
53
Yamazaki, Akira
19
Saito, Taiga
14
Fujii, Masaaki
9
Kizaki, Keisuke
6
Shimada, Yasufumi
5
Yamada, Toshihiro
5
Takahashi, Soichiro
4
Takehara, Kohta
4
Fujiki, Hiroshi
3
Green, Edward J.
3
Mita, Daiya
3
Nakano, Masafumi
3
Okawara, Makoto
3
Sato, Seisho
3
Yamamoto, Kyo
3
Kobayashi, Takao
2
Nishimura, Kiyohiko
2
Tsuda, Hiroshi
2
Yoshikawa, Daisuke
2
Fukui, Takaya
1
Greenberg, Joseph
1
He, Hua
1
Ichiishi, Tatsuro
1
Iguchi, Yuga
1
Kunitomo, Naoto
1
Naito, Riu
1
Nakagawa, Naruhisa
1
Nakatani, Souta
1
Nishimura, Kiyohiko G.
1
Ohsaki, Shuichi
1
Okano, Yusuke
1
Ozeki, Takaaki
1
Shiraya, Kenichiro
1
Suzuki, Kanji
1
Toda, Masashi
1
Tokioka, Norio
1
Tsuzuki, Yukihiro
1
Umezawa, Yuji
1
Weber, Shlomo
1
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CIRJE discussion papers / F series
7
CARF working paper
6
Asia-Pacific financial markets
3
International journal of financial engineering
3
International journal of theoretical and applied finance
3
Advances in mathematical economics
2
IMES discussion paper series
2
International review of finance
2
The journal of fixed income
2
CARF Working Paper Series
1
Discussion paper / Institut für Gesellschafts- und Wirtschaftswissenschaften, Wirtschaftstheoretische Abteilung, Sonderforschungsbereich 21, Projektgruppe Theoretische Modelle
1
Discussion paper / Projektgruppe Theoretische Modelle, Sonderforschungsbereich 21, Ökonomische Prognose-, Entscheidungs- und Gleichgewichtsmodelle, Institut für Gesellschafts- und Wirtschaftswissenschaften, Universität Bonn, Wirtschaftstheoretische Abteilung
1
Discussion papers, economics
1
Finance and banking developments
1
Global journal of business research : GJBR
1
International journal of hospitality management
1
Journal of economic theory
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nonlinear and convex analysis in economic theory : [contributions to T.I. Tech/K.E.S Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993]
1
Quantitative Finance, Forthcoming
1
Series on mathematical economics and game theory
1
The international journal of business and finance research : IJBFR
1
The journal of futures markets
1
Working paper / Federal Reserve Bank of Minneapolis, Research Department
1
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ECONIS (ZBW)
72
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1
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/10003826604
Saved in:
2
Foreign exchange netting and systemic risk
Yamazaki, Akira
-
1996
Persistent link: https://www.econbiz.de/10000950755
Saved in:
3
Bargaining sets in continuum economies
Yamazaki, Akira
- In:
Nonlinear and convex analysis in economic theory : …
,
(pp. 289-299)
.
1995
Persistent link: https://www.econbiz.de/10001315717
Saved in:
4
Normal approximation theorem on the size distribution of "blocking" coalitions
Yamazaki, Akira
-
1981
Persistent link: https://www.econbiz.de/10000008279
Saved in:
5
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/10002099861
Saved in:
6
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/10009297143
Saved in:
7
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
8
New approaches of the DCC-GARCH residual : application to foreign exchange rates
Shiraya, Kenichiro
;
Suzuki, Kanji
;
Yamakami, Tomohisa
-
2024
Persistent link: https://www.econbiz.de/10015164432
Saved in:
9
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
10
Sharing the risk of settlement failure : synopsis
Fujiki, Hiroshi
;
Green, Edward J.
;
Yamazaki, Akira
-
1999
Persistent link: https://www.econbiz.de/10001352456
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