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~person:"Carr, Peter"
~person:"Takahashi, Akihiko"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"option pricing"
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Statistische Verteilung
Stochastic process
option pricing
Option pricing theory
119
Optionspreistheorie
119
Stochastischer Prozess
51
Volatility
49
Volatilität
49
Theorie
40
Theory
40
Derivat
25
Derivative
25
Option trading
24
Optionsgeschäft
24
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17
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English
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Carr, Peter
Takahashi, Akihiko
Cui, Zhenyu
40
Madan, Dilip B.
32
Chiarella, Carl
30
Elliott, Robert J.
28
Fabozzi, Frank J.
27
Nguyen, Duy
23
Platen, Eckhard
22
Alòs, Elisa
21
Jacobs, Kris
20
Kim, Young Shin
20
Christoffersen, Peter F.
19
Hainaut, Donatien
19
Härdle, Wolfgang
19
Račev, Svetlozar T.
19
Wu, Liuren
19
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Siu, Tak Kuen
17
Benth, Fred Espen
16
Fouque, Jean-Pierre
16
Scaillet, Olivier
16
Wang, Xingchun
16
Kohlmann, Michael
15
Shiraya, Kenichiro
15
Todorov, Viktor
15
Wong, Hoi Ying
15
Yamada, Toshihiro
15
Grasselli, Martino
14
Hess, Markus
14
Jacquier, Antoine (Jack)
14
Levendorskij, Sergej Z.
14
Lorig, Matthew
14
Renault, Eric
14
Schoutens, Wim
14
Ewald, Christian-Oliver
13
Forde, Martin
13
Grzelak, Lech A.
13
Oosterlee, Cornelis Willebrordus
13
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EconWPA
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International journal of theoretical and applied finance
7
CIRJE discussion papers / F series
5
Finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Asia-Pacific financial markets
3
CARF working paper
3
Finance and stochastics
3
The journal of computational finance
3
The journal of derivatives : JOD
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Computational economics
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Asia-Pacific Financial Markets
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European journal of operational research : EJOR
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Finance and Stochastics
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Finance research letters
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International journal of financial engineering
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
56
RePEc
8
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1
Additive logistic processes in option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
2
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
3
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
4
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
5
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
7
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga
;
Naito, Riu
;
Takahashi, Akihiko
;
Yamada, …
-
2021
-
Revised in February 2022
Persistent link: https://www.econbiz.de/10013339086
Saved in:
8
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
9
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
Saved in:
10
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
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