//--> //--> //-->
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:"Takahashi, Akihiko"
~subject:"CEV model"
~subject:"Option pricing theory"
~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
Option pricing theory
Volatility
Optionspreistheorie
9
Stochastic process
7
Stochastischer Prozess
7
Volatilität
7
Black-Scholes model
3
Black-Scholes-Modell
3
Asymptotic expansion
2
Derivat
2
Derivative
2
Experiment
2
Theorie
2
Theory
2
BSDE
1
Black-Scholes delta hedging
1
CVA
1
Currency
1
Currency option
1
Devisenoption
1
EU countries
1
EU-Staaten
1
Estimation theory
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
Nichtlineare Regression
1
Nonlinear regression
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Funahashi, Hideharu
Takahashi, Akihiko
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Benth, Fred Espen
8
Brigo, Damiano
6
Elliott, Robert J.
6
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Avellaneda, Marco
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Jaimovich, Nir
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Pallavicini, Andrea
4
Račev, Svetlozar T.
4
Rebonato, Riccardo
4
Schoutens, Wim
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Hoogland, J. K.
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The American economic review
Asia-Pacific financial markets
11
International journal of financial engineering
4
The journal of computational finance
3
The journal of futures markets
3
Mathematics of operations research
2
Quantitative finance
2
Advances in mathematical economics
1
Annals of finance
1
Applied mathematical finance
1
European journal of operational research : EJOR
1
International review of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research in finance
1
Review of derivatives research
1
The international journal of business and finance research : IJBFR
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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:
3
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:
4
Analytical approximation for non-linear FBSDEs with perturbation scheme
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009672609
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
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:
7
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:
8
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:
9
Fourier transform method with an asymptotic expansion approach : an application to currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 381-401
Persistent link: https://www.econbiz.de/10003746679
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->