//--> //--> //--> //-->
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
~subject:"Estimation theory"
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: subject:"Asymptotic expansion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Asymptotic expansion
93
asymptotic expansion
51
Option pricing theory
40
Optionspreistheorie
40
Stochastic process
31
Stochastischer Prozess
31
Malliavin calculus
27
Volatility
19
Volatilität
19
Schätztheorie
13
Experiment
12
Deep learning
10
Option trading
9
Optionsgeschäft
9
Theorie
9
Theory
9
Analysis
7
Mathematical analysis
7
Monte Carlo simulation
7
option pricing
7
stochastic volatility
7
Asymptotic Expansion
6
Option pricing
6
CEV model
5
Curse of dimensionality
5
Deep BSDE solver
5
Kolmogorov PDEs
5
Portfolio selection
5
Portfolio-Management
5
Stochastic volatility
5
BSDE
4
Black-Scholes model
4
Black-Scholes-Modell
4
Control variate method
4
Derivat
4
Derivative
4
Edgeworth expansion
4
FBSDE
4
Hedging
4
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
13
Author
All
Takahashi, Akihiko
6
Yamada, Toshihiro
3
Chen, Xinfu
1
Dai, Min
1
Fernandes, Marcelo
1
Fujii, Masaaki
1
Gatheral, Jim
1
Grunspan, Cyril
1
Guerre, Emmanuel
1
Horta, Eduardo
1
Iguchi, Yuga
1
Jiang, Wei
1
Mazzoni, Thomas
1
Naito, Riu
1
Okano, Yusuke
1
Qin, Cong
1
Sun, Yixiao
1
Takehara, Kohta
1
Toda, Masashi
1
Todorov, Viktor
1
Tsuzuki, Yukihiro
1
Van der Hoeven, Joris
1
Wang, Tai-Ho
1
Zhang, Yang
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
CIRJE discussion papers / F series
2
Journal of econometrics
2
Asia-Pacific financial markets
1
International Journal of Financial Studies : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Deep
asymptotic
expansion
with weak approximation
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Yamada, Toshihiro
-
2021
-
Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
Asymptotic analysis of long-term investment with two illiquid and correlated assets
Chen, Xinfu
;
Dai, Min
;
Jiang, Wei
;
Qin, Cong
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1133-1169
Persistent link: https://www.econbiz.de/10013463397
Saved in:
5
Asymptotic
expansion
of risk-neutral pricing density
Mazzoni, Thomas
- In:
International Journal of Financial Studies : open …
6
(
2018
)
1
,
pp. 1-26
A new method for pricing contingent claims based on an
asymptotic
expansion
of the dynamics of the pricing density is …
Persistent link: https://www.econbiz.de/10011857274
Saved in:
6
Smoothing quantile regressions
Fernandes, Marcelo
;
Guerre, Emmanuel
;
Horta, Eduardo
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 338-357
Persistent link: https://www.econbiz.de/10012424529
Saved in:
7
Effective asymptotics analysis for finance
Grunspan, Cyril
;
Van der Hoeven, Joris
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
Saved in:
8
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
Saved in:
9
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
10
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->