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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Funahashi, Hideharu"
~person:"Gorbachev, Olga"
~person:"Takahashi, Akihiko"
~subject:"CEV model"
~subject:"Volatility"
~type_genre:"Article in journal"
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CEV model
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Funahashi, Hideharu
Gorbachev, Olga
Takahashi, Akihiko
Benth, Fred Espen
6
Brigo, Damiano
5
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
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3
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3
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3
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3
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3
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2
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International journal of theoretical and applied finance
The American economic review
Asia-Pacific financial markets
4
Mathematics of operations research
2
The journal of futures markets
2
Annals of finance
1
Applied mathematical finance
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
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International journal of financial engineering
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ECONIS (ZBW)
9
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1
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
2
Has the increased attachment of women to the labor market changed a family's ability to smooth income shocks?
Gorbachev, Olga
- In:
The American economic review
106
(
2016
)
5
,
pp. 247-251
Persistent link: https://www.econbiz.de/10011699834
Saved in:
3
An analytical approximation for European option prices under stochastic interest rates
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011403778
Saved in:
4
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:
5
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:
6
Did household consumption become more volatile?
Gorbachev, Olga
- In:
The American economic review
101
(
2011
)
5
,
pp. 2248-2270
Persistent link: https://www.econbiz.de/10009302083
Saved in:
7
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:
8
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:
9
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:
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