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~isPartOf:"Asia-Pacific financial markets"
~person:"Yamada, Toshihiro"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Yamada, Toshihiro
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Asia-Pacific financial markets
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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
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2
Pricing discrete barrier options under stochastic volatility
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10009660697
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