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~isPartOf:"Asia-Pacific financial markets"
~person:"Akahori, Jirô"
~person:"Hishida, Yuji"
~person:"Miura, Ryozo"
~person:"Tanokura, Yoko"
~person:"Ševčovič, Daniel"
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Option pricing theory
7
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7
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4
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3
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3
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3
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Akahori, Jirô
Hishida, Yuji
Miura, Ryozo
Tanokura, Yoko
Ševčovič, Daniel
Takahashi, Akihiko
10
Fujita, Takahiko
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
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Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
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3
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2
Hui, Cho H.
2
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2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
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2
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Takezawa, Nobuya
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Asia-Pacific financial markets
Applied mathematical finance
2
Journal of risk and financial management : JRFM
2
Asia-Pacific Financial Markets
1
Computational Statistics
1
International journal of theoretical and applied finance
1
Journal of Risk and Financial Management
1
Mathematical Methods of Operations Research
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
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ECONIS (ZBW)
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1
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
2
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
3
On the asymptotic behavior of the prices of Asian options
Hishida, Yuji
;
Yasutomi, Kenji
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 289-306
Persistent link: https://www.econbiz.de/10003496695
Saved in:
4
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
5
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
6
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
7
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
8
A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Akahori, Jirô
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 273-287
Persistent link: https://www.econbiz.de/10003407439
Saved in:
9
The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
Miura, Ryozo
;
Yamauchi, Hiroaki
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 129-158
Persistent link: https://www.econbiz.de/10001372064
Saved in:
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