Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
$\mathcal{L}^p$-PROJECTIONS OF...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Theorie
9
Theory
9
Incomplete market
8
Stochastic process
8
Stochastischer Prozess
8
Hedging
7
Unvollkommener Markt
7
Martingal
6
Martingale
6
Volatility
5
Volatilität
5
Portfolio selection
4
Portfolio-Management
4
Barndorff-Nielsen and Shephard models
3
CAPM
3
Malliavin calculus
3
Mean-variance hedging
3
fast Fourier transform
3
Convex risk measure
2
Derivat
2
Derivative
2
Experiment
2
Incomplete markets
2
Lévy processes
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic volatility models
2
fundamental theorem of asset pricing
2
good deal bound
2
local risk-minimization
2
stochastic volatility models
2
variance-optimal martingale measure
2
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
29
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
24
Undetermined
9
Author
All
Arai, Takuji
31
Imai, Yuto
4
Suzuki, Ryoichi
4
ARAI, TAKUJI
2
Fukasawa, Masaaki
2
Kawaguchi, Muneki
2
Suzuki, Takamasa
2
Asano, Takao
1
Nakashima, Ryo
1
Nishide, Katsumasa
1
more ...
less ...
Institution
All
arXiv.org
3
Published in...
All
Advances in mathematical economics
6
International journal of theoretical and applied finance
6
Finance and stochastics
3
Papers / arXiv.org
3
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial engineering
2
Statistics & Probability Letters
2
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Finance and Stochastics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics Preprint Archive
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
RePEc
9
OLC EcoSci
3
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
2
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
3
Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium
Arai, Takuji
- In:
Advances in mathematical economics
20
(
2016
),
pp. 3-22
Persistent link: https://www.econbiz.de/10011491011
Saved in:
4
An extension of mean-variance hedging to the discontinuous case
Arai, Takuji
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 129-139
Persistent link: https://www.econbiz.de/10002497089
Saved in:
5
[Alpha] p-projections of random variables and its application to finance
Arai, Takuji
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 869-888
Persistent link: https://www.econbiz.de/10003812855
Saved in:
6
Optimal hedging strategies on asymmetric functions
Arai, Takuji
- In:
Advances in mathematical economics
11
(
2008
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003687446
Saved in:
7
Convex rsik measures on Orlicz spaces : inf-convolution and shortfall
Arai, Takuji
- In:
Mathematics and financial economics
3
(
2010
)
2
,
pp. 73-88
Persistent link: https://www.econbiz.de/10003983167
Saved in:
8
An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
Saved in:
9
Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
Saved in:
10
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
