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~isPartOf:"Asia-Pacific financial markets"
~subject:"Kreditwürdigkeit"
~subject:"Market credit rating (M-Rating)"
~subject:"Theorie"
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Kreditwürdigkeit
Market credit rating (M-Rating)
Theorie
Option pricing theory
77
Optionspreistheorie
77
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Option trading
22
Optionsgeschäft
22
Volatility
22
Volatilität
22
Black-Scholes model
18
Black-Scholes-Modell
18
Yield curve
14
Zinsstruktur
14
Credit risk
11
Kreditrisiko
11
Derivat
9
Derivative
9
CAPM
8
Incomplete market
7
Markov chain
7
Markov-Kette
7
Unvollkommener Markt
7
Asymptotic expansion
5
Estimation theory
5
Japan
5
Martingal
5
Martingale
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Schätztheorie
5
Credit derivative
4
Currency option
4
Devisenoption
4
Experiment
4
Hedging
4
Interest rate
4
Kreditderivat
4
Portfolio selection
4
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3
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Article
27
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Article in journal
27
Aufsatz in Zeitschrift
27
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English
27
Author
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Takahashi, Akihiko
3
Fujita, Takahiko
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Shirakawa, Hiroshi
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Ahn, Hyungsok
1
Becchere, Giovanni
1
Carr, Peter
1
Chiarella, Carl
1
Dai, Min
1
Delbaen, Freddy
1
Dong, Yinghui
1
Fouque, Jean-Pierre
1
Fujii, Masaaki
1
Hui, Cho H.
1
Ishimura, Naoyuki
1
Kagenishi, Yoshiteru
1
Kunitomo, Naoto
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Liang, Gechun
1
Liang, Xue
1
Lo, C. F.
1
Madan, Dilip B.
1
Maeda, Akira
1
Morimoto, Mayumi
1
Mulinacci, Sabrina
1
Nakajima, Katsushi
1
Papanicolaou, George
1
Penaud, Antony
1
Ren, Xuemin
1
Sato, Seisho
1
Shinohara, Yoshitane
1
Sircar, Kaushik Ronnie
1
Takada, Hideyuki
1
Takahashi, Hajime
1
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Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
228
International journal of theoretical and applied finance
163
Finance and stochastics
133
The journal of futures markets
129
The journal of derivatives : the official publication of the International Association of Financial Engineers
124
Journal of banking & finance
117
Applied mathematical finance
82
The journal of computational finance
81
Review of derivatives research
75
The review of financial studies
75
Journal of economic dynamics & control
64
Journal of financial economics
62
The journal of finance : the journal of the American Finance Association
60
The journal of fixed income
48
Working paper / National Bureau of Economic Research, Inc.
46
Journal of financial and quantitative analysis : JFQA
45
Advances in futures and options research : a research annual
44
The journal of real estate finance and economics
44
SFB 649 discussion paper
37
Working paper series / Centre for Practical Quantitative Finance
37
The European journal of finance
36
Gabler Edition Wissenschaft
35
Discussion paper / Centre for Economic Policy Research
32
Europäische Hochschulschriften / 5
32
Finance : revue de l'Association Française de Finance
31
SpringerLink / Bücher
31
International review of economics & finance : IREF
29
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
26
NBER working paper series
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
The journal of credit risk : published quarterly by Incisive Media
24
International review of financial analysis
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Working paper
22
Journal of empirical finance
21
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ECONIS (ZBW)
27
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1
An FBSDE approach to American
option
pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
2
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
3
On pricing exponential square root barrier knockout European options
Morimoto, Mayumi
;
Takahashi, Hajime
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001722344
Saved in:
4
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:
5
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:
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
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
8
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
9
Hedging American options in Merton's model : a locally risk minimizing approach
Becchere, Giovanni
;
Mulinacci, Sabrina
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 153-170
Persistent link: https://www.econbiz.de/10001449313
Saved in:
10
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:
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