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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Takahashi, Akihiko"
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Option pricing theory
9
Optionspreistheorie
9
Asymptotic expansion
4
Stochastic process
3
Stochastischer Prozess
3
BSDE
2
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2
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Takahashi, Akihiko
Chen, Son-nan
7
Chen, Ren-Raw
6
Wu, Ting-pin
6
Chang, Chuang-chang
5
Russo, Emilio
5
Lee, Cheng F.
4
Lin, Shih-kuei
4
Ritchken, Peter H.
4
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3
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3
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3
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Shirakawa, Hiroshi
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Tian, Yisong Sam
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3
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2
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
7
CIRJE discussion papers / F series
6
CARF working paper
5
International journal of financial engineering
3
Mathematics of operations research
2
The journal of computational finance
2
The journal of futures markets
2
Advances in mathematical economics
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European journal of operational research : EJOR
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Finance and banking developments
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International review of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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The international journal of business and finance research : IJBFR
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ECONIS (ZBW)
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1
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
2
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
Saved in:
3
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:
4
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
5
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
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
A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Saved in:
8
A new computational scheme for computing greeks by the asymtotic expansion approach
Matsuoka, Ryosuke
;
Takahashi, Akihiko
;
Uchida, Yoshihiko
- In:
Asia-Pacific financial markets
11
(
2004
)
4
,
pp. 393-430
Persistent link: https://www.econbiz.de/10003370689
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:
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