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~person:"Funahashi, Hideharu"
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Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
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Wiener-Ito chaos expansion
3
Asian basket option
2
Black-Scholes model
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average option
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basket option
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spread option
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Funahashi, Hideharu
Podolskij, Mark
11
Jacod, Jean
8
Alòs, Elisa
7
Herzberg, Frederik
7
Liu, Zhi
6
Vetter, Mathias
6
Gapeev, Pavel V.
5
Ma, Guonan
5
Korn, Elke
4
Korn, Ralf
4
Li, Yingying
4
McCauley, Robert N.
4
Mykland, Per A.
4
Riedel, Frank
4
Stein, Jerome L.
4
Yoshida, Nakahiro
4
Boucekkine, Raouf
3
Cao, Haoyang
3
Czechowski, Zbigniew
3
Dianetti, Jodi
3
Duong, Diep
3
Ferrari, Giorgio
3
Hakala, Jürgen
3
Hounyo, Ulrich
3
Jamshidian, Farshid
3
Kijima, Masaaki
3
Kong, Xin-Bing
3
Schied, Alexander
3
Ubøe, Jan
3
Varneskov, Rasmus Tangsgaard
3
Vives, Josep
3
Wirl, Franz
3
Wystup, Uwe
3
Zou, Benteng
3
Bank, Peter
2
Barndorff-Nielsen, Ole E.
2
Baum, Dietmar
2
Bayraktar, Erhan
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Boutahar, Mohamed
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Institute of Economic Research, Kyoto University
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Applied mathematical finance
1
International journal of theoretical and applied finance
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KIER Working Papers
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Quantitative finance
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The journal of computational finance
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ECONIS (ZBW)
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1
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Saved in:
2
An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
Funahashi, Hideharu
;
Kijima, Masaaki
-
Institute of Economic Research, Kyoto University
-
2013
Funahashi and Kijima (2013) have proposed an approximation method based on the Wiener-
Ito
chaos expansion for the …
Persistent link: https://www.econbiz.de/10010860078
Saved in:
3
A chaos expansion approach for the pricing of contingent claims
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10011298901
Saved in:
4
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:
5
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
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