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~person:"Takahashi, Akihiko"
~subject:"Option pricing theory"
~subject:"Volatility"
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Option pricing theory
Volatility
Optionspreistheorie
59
Theorie
53
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53
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39
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39
Portfolio selection
38
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38
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24
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Takahashi, Akihiko
Madan, Dilip B.
102
Härdle, Wolfgang
98
Bollerslev, Tim
86
Fabozzi, Frank J.
84
McAleer, Michael
82
Chiarella, Carl
78
Cui, Zhenyu
75
Carr, Peter
66
Joshi, Mark S.
66
Diebold, Francis X.
63
Schoutens, Wim
61
Andersen, Torben
54
Christoffersen, Peter F.
53
Stentoft, Lars
53
Elliott, Robert J.
51
Platen, Eckhard
48
Jacobs, Kris
47
Benth, Fred Espen
46
Todorov, Viktor
46
Engle, Robert F.
43
Hull, John
43
Koopman, Siem Jan
41
Lux, Thomas
41
Schwartz, Eduardo S.
40
Caporin, Massimiliano
39
Jarrow, Robert A.
39
Prokopczuk, Marcel
38
Račev, Svetlozar T.
38
Aizenman, Joshua
37
Fernández-Villaverde, Jesús
37
Kelly, Bryan T.
37
Kwok, Yue-Kuen
37
Lee, Cheng F.
37
Oosterlee, Cornelis W.
37
Aït-Sahalia, Yacine
36
Dumas, Bernard
36
Escobar, Marcos
36
Kim, Young Shin
36
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ECONIS (ZBW)
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014228004
Saved in:
2
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
Saved in:
3
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:
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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