//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Funahashi, Hideharu"
~person:"Radoičić, Radoš"
~person:"Takahashi, Akihiko"
~subject:"CEV model"
~subject:"Volatility"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
CEV model
Volatility
Option pricing theory
12
Optionspreistheorie
12
Volatilität
10
Stochastic process
8
Stochastischer Prozess
8
Black-Scholes model
4
Black-Scholes-Modell
4
Asymptotic expansion
2
Derivat
2
Derivative
2
Estimation theory
2
Experiment
2
Implied volatility
2
Schätztheorie
2
Theorie
2
Theory
2
approximation formula
2
BSDE
1
Black-Scholes delta hedging
1
CAPM
1
CVA
1
Currency
1
Currency option
1
Devisenoption
1
EU countries
1
EU-Staaten
1
European derivatives
1
FBSDE
1
Hedging
1
Hull-White model
1
Hybrid equity model
1
Interest rate
1
Local volatility model
1
Malliavan calculus
1
Malliavin calculus
1
Malliavin derivative
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
Author
All
Funahashi, Hideharu
Radoičić, Radoš
Takahashi, Akihiko
Benth, Fred Espen
6
Brigo, Damiano
5
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Rubio-Ramírez, Juan Francisco
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Uribe, Martín
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Carvalho, Vasco M.
2
Cui, Zhenyu
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Gabaix, Xavier
2
Gorbachev, Olga
2
Gorodnichenko, Yuriy
2
Grasselli, Martino
2
Gulisashvili, Archil
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The American economic review
Quantitative finance
5
Asia-Pacific financial markets
4
International journal of financial engineering
3
Mathematics of operations research
2
The journal of futures markets
2
Annals of finance
1
Applied mathematical finance
1
European journal of operational research : EJOR
1
The journal of computational finance
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Rational approximation of the rough Heston solution
Gatheral, Jim
;
Radoičić, Radoš
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012019824
Saved in:
3
An explicit implied volatiltiy formula
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011763940
Saved in:
4
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->