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~isPartOf:"Asia-Pacific financial markets"
~person:"Akahori, Jirô"
~person:"Madan, Dilip B."
~person:"Miura, Ryozo"
~person:"Tanokura, Yoko"
~person:"Ševčovič, Daniel"
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Option pricing theory
6
Optionspreistheorie
6
Black-Scholes model
4
Black-Scholes-Modell
4
Theorie
4
Theory
4
Credit rating
2
Credit risk
2
Kreditrisiko
2
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2
Option trading
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Black-Scholes equation with nonlinear volatility
1
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1
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Akahori, Jirô
Madan, Dilip B.
Miura, Ryozo
Tanokura, Yoko
Ševčovič, Daniel
Takahashi, Akihiko
10
Fujita, Takahiko
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Chiarella, Carl
2
Hishida, Yuji
2
Hui, Cho H.
2
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2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
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Takezawa, Nobuya
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1
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1
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1
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1
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Asia-Pacific financial markets
Robert H. Smith School Research Paper
13
The journal of computational finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Applied mathematical finance
5
International journal of theoretical and applied finance
5
Finance research letters
4
Journal of risk and financial management : JRFM
4
Journal of risk
3
Annals of finance
2
European finance review : the official journal of the European Finance Association
2
Journal of financial economics
2
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Queen's Economics Department working paper
2
Review of derivatives research
2
The journal of business : B
2
The review of financial studies
2
Working paper series / Federal Reserve Bank of Atlanta
2
Computational Statistics
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Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Institute for Economic Research, Queen's University
1
Economics Papers from University Paris Dauphine
1
Finance and Stochastics
1
Finance and stochastics
1
Financial markets, institutions & instruments
1
Insurance / Mathematics & economics
1
International Journal of Portfolio Analysis and Management
1
International journal of financial engineering
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical Methods of Operations Research
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Risks
1
Risks : open access journal
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Springer finance
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Factor models for
option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
6
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:
7
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:
8
Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Asia-Pacific financial markets
15
(
2008
)
2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10003796203
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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