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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Takahashi, Akihiko"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Article in journal"
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Portfolio-Management
Volatility
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7
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7
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5
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5
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5
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Article in journal
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5
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Takahashi, Akihiko
Benth, Fred Espen
7
Korn, Ralf
7
Brigo, Damiano
6
Fabozzi, Frank J.
6
Konno, Hiroshi
5
Liu, Rui Hua
5
Pallavicini, Andrea
5
Brunnermeier, Markus Konrad
4
Chiarella, Carl
4
Jaimovich, Nir
4
Platen, Eckhard
4
Račev, Svetlozar T.
4
Rebonato, Riccardo
4
Wilmott, Paul
4
Zubelli, Jorge P.
4
Arai, Takuji
3
Bacchetta, Philippe
3
Baviera, Roberto
3
Bielecki, Tomasz R.
3
Canner, Niko
3
Cartea, Álvaro
3
Escobar, Marcos
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Forsyth, Peter A.
3
Fouque, Jean-Pierre
3
Frahm, Gabriel
3
Gatheral, Jim
3
Geanakoplos, John
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Hughston, Lane P.
3
Kwok, Yue-Kuen
3
Leung, Tim
3
Lipton, Alexander
3
Lustig, Hanno
3
Mankiw, Nicholas Gregory
3
Oosterlee, Cornelis W.
3
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International journal of theoretical and applied finance
The American economic review
Asia-Pacific financial markets
5
International journal of financial engineering
3
Mathematics of operations research
2
The journal of futures markets
2
European journal of operational research : EJOR
1
Global journal of business research : GJBR
1
Insurance : mathematics and economics
1
International review of finance
1
The journal of computational finance
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The quarterly journal of finance
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ECONIS (ZBW)
5
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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:
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