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Aufsatz in Zeitschrift
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Takahashi, Akihiko
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International journal of financial engineering
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International journal of theoretical and applied finance
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A weak approximation with Malliavin weights for
local
stochastic
volatility
model
Yamada, Toshihiro
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011673104
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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
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