//--> //--> //-->
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
Retain my current filters
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~person:"Takahashi, Akihiko"
~subject:"Stochastic process"
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
Search: subject_exact:"Black-Scholes option pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Black-Scholes model
2
Black-Scholes-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Analysis
1
Asymptotic expansion
1
CAPM
1
CVA
1
Experiment
1
Finanzmathematik
1
Forward-backward stochastic differential equations (FBSDEs)
1
Local volatility model
1
Malliavin calculus
1
Mathematical analysis
1
Mathematical finance
1
Stochastic volatility model
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Takahashi, Akihiko
Kim, Yong-jin
2
Abramov, Vyacheslav M.
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kunitomo, Naoto
1
Meng, Li
1
Wang, Mei
1
Yamada, Toshihiro
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Asia-Pacific financial markets
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->