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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Ahlip, Rehez"
~person:"Takahashi, Akihiko"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Option pricing theory
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Stochastic process
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2
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Ahlip, Rehez
Takahashi, Akihiko
Benth, Fred Espen
6
Brigo, Damiano
5
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Fernández-Villaverde, Jesús
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Forde, Martin
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3
Radoičić, Radoš
3
Rubio-Ramírez, Juan Francisco
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Schoutens, Wim
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Stoep, Anthonie W. van der
3
Uribe, Martín
3
Vives, Josep
3
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3
Alòs, Elisa
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Antonelli, Fabio
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Avellaneda, Marco
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Bianchi, Michele Leonardo
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Boyarchenko, Mitya
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Carr, Peter
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Gabaix, Xavier
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International journal of theoretical and applied finance
The American economic review
Asia-Pacific financial markets
4
International journal of financial engineering
2
Mathematics of operations research
2
The journal of futures markets
2
Applied mathematical finance
1
European journal of operational research : EJOR
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The European journal of finance
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The journal of computational finance
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ECONIS (ZBW)
7
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1
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
2
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
3
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
4
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
5
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
6
Forward start options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10003855780
Saved in:
7
Foreign exchange options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10003733145
Saved in:
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