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subject:"Deutschland"
~person:"Takahashi, Akihiko"
~subject:"Mathematical analysis"
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Deutschland
Mathematical analysis
Option pricing theory
59
Optionspreistheorie
59
Stochastic process
27
Stochastischer Prozess
27
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20
Volatilität
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Asymptotic expansion
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Takahashi, Akihiko
Härdle, Wolfgang
13
Chiarella, Carl
11
Schlag, Christian
10
Yamada, Toshihiro
10
Deutsch, Hans-Peter
7
Hafner, Christian M.
7
Hess, Markus
6
Ziogas, Andrew
6
Caporale, Guglielmo Maria
5
Cerrato, Mario
5
Dorfleitner, Gregor
5
Franke, Jürgen
5
Pierdzioch, Christian
5
Rieken, Sascha
5
Röder, Klaus
5
Branger, Nicole
4
Bruns, Christoph
4
Bühler, Wolfgang
4
Entrop, Oliver
4
Glatzer, Ernst
4
Kohlmann, Michael
4
Mittnik, Stefan
4
Rudolph, Bernd
4
Scheicher, Martin
4
Schmitt, Christian
4
Schäfer, Klaus
4
Schöbel, Rainer
4
Steiner, Manfred
4
Tsuchida, Yoshifumi
4
Uszczapowski, Igor
4
Wilkens, Sascha
4
Zhu, Jianwei
4
Bamberg, Günter
3
Beinert, Michaela
3
Beinker, Mark
3
Benth, Fred Espen
3
Borak, Szymon
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Asia-Pacific financial markets
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ECONIS (ZBW)
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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
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
3
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:
4
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:
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
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:
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