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subject:"Deutschland"
~person:"Takahashi, Akihiko"
~subject:"Mathematical analysis"
~subject:"Monte-Carlo-Simulation"
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Deutschland
Mathematical analysis
Monte-Carlo-Simulation
Option pricing theory
59
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59
Stochastic process
27
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27
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20
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Takahashi, Akihiko
Joshi, Mark S.
21
Chiarella, Carl
17
Stentoft, Lars
15
Härdle, Wolfgang
12
Schlag, Christian
10
Yamada, Toshihiro
10
Korn, Ralf
9
Schoenmakers, John
9
Wang, Xiaoqun
9
Grzelak, Lech A.
8
Oosterlee, Cornelis W.
8
Reesor, R. Mark
8
Cerrato, Mario
7
Deutsch, Hans-Peter
7
Kang, Boda
7
Belomestny, Denis
6
Caramellino, Lucia
6
Ghamami, Samim
6
Hafner, Christian M.
6
Hess, Markus
6
Röder, Klaus
6
Sabino, Piergiacomo
6
Tang, Robert
6
Wilkens, Sascha
6
Ziogas, Andrew
6
Bayer, Christian
5
Caporale, Guglielmo Maria
5
Del Moral, Pierre
5
Dorfleitner, Gregor
5
Giribone, Pier Giuseppe
5
Jackson, Kenneth R.
5
Pierdzioch, Christian
5
Rieken, Sascha
5
Schweizer, Nikolaus
5
Bender, Christian
4
Bernard, Carole
4
Beveridge, Christopher
4
Boyle, Phelim P.
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4
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Asia-Pacific financial markets
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1
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ECONIS (ZBW)
15
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1
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
2
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
3
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
4
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
5
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
6
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
Saved in:
7
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
8
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2022
Persistent link: https://www.econbiz.de/10014266218
Saved in:
9
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:
10
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:
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