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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of International Financial Markets, Institutions and Money"
~isPartOf:"SFB 649 Discussion Papers"
~person:"Akahori, Jirô"
~person:"Shirakawa, Hiroshi"
~person:"Yamada, Yuji"
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Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Hedging
5
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
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3
Zinsstruktur
3
Arbitrage Pricing
2
Arbitrage pricing
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Forecasting model
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
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2
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2
Additive models
1
Barrier options
1
Basket barrier options
1
Black-Scholes model
1
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1
Conditional mean-variance optimization
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Cross hedge
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Economists
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Finanzmathematik
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First passage time structural models
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Homotopy analysis method
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Akahori, Jirô
Shirakawa, Hiroshi
Yamada, Yuji
Härdle, Wolfgang
35
Weber, Enzo
17
Takahashi, Akihiko
15
Hautsch, Nikolaus
14
Härdle, Wolfgang Karl
10
Platen, Eckhard
10
Hammoudeh, Shawkat
8
Kim, Suk-Joong
7
Uhlig, Harald
7
Bhar, Ramaprasad
6
Bibinger, Markus
6
Cabrera, Brenda López
6
Fung, Hung-Gay
6
Gregoriou, Andros
6
Kanas, Angelos
6
Narayan, Paresh Kumar
6
Nguyen, Duc Khuong
6
Spokoiny, Vladimir
6
Truong, Cameron
6
Brooks, Robert D.
5
Gapeev, Pavel V.
5
Hamori, Shigeyuki
5
Hildebrandt, Lutz
5
Horst, Ulrich
5
Ishijima, Hiroshi
5
Kariya, Takeaki
5
Klinke, Sigbert
5
Krätschmer, Volker
5
McMillan, David G.
5
Moshirian, Fariborz
5
Schied, Alexander
5
Tsurumi, Hiroki
5
Veeraraghavan, Madhu
5
Vithessonthi, Chaiporn
5
Wang, Ping
5
ap Gwilym, Owain
5
Andriyashin, Anton
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Joint Workshop on Financial Engineering <2, 2007, Stanford, Calif.>
1
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Asia-Pacific financial markets
Journal of International Financial Markets, Institutions and Money
SFB 649 Discussion Papers
Asia-Pacific Financial Markets
9
Financial engineering and the Japanese markets
1
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ECONIS (ZBW)
19
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1
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
2
Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints
Yamada, Yuji
;
Primbs, James A.
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012032980
Saved in:
3
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
4
Application of homotopy analysis method to option pricing under Lévy processes
Sakuma, Takayuki
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010358467
Saved in:
5
Properties of optimal smooth functions in additive models for hedging multivariate derivatives
Yamada, Yuji
- In:
Asia-Pacific financial markets
19
(
2012
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009629160
Saved in:
6
The optimal log-utility asset management under incomplete information
Ishijima, Hiroshi
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
7
(
2000
)
2
,
pp. 145-154
Persistent link: https://www.econbiz.de/10001486793
Saved in:
7
Special issue on Stanford-Tsukuba Joint Workshop on Financial Engeneering
Yamada, Yuji
(
contributor
)
-
Joint Workshop on Financial Engineering <2, 2007, …
-
2008
Persistent link: https://www.econbiz.de/10003757424
Saved in:
8
Optimal hedging of prediction errors using prediction errors
Yamada, Yuji
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10003757439
Saved in:
9
On the quasi Gaussian interest rate models
Akahori, Jirô
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10001506388
Saved in:
10
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
1
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