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
~accessRights:"restricted"
~person:"Takahashi, Akihiko"
~subject:"Analysis"
~subject:"Konferenz"
~subject:"Volatilität"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Analysis
Konferenz
Volatilität
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Asymptotic expansion
3
Volatility
3
Black-Scholes model
2
Black-Scholes-Modell
2
Experiment
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option trading
2
Optionsgeschäft
2
BSDE
1
Branching diffusion
1
CVA
1
Control variate
1
Derivat
1
Derivative
1
Estimation theory
1
FBSDE
1
Finanzmathematik
1
Forward-backward stochastic differential equations (FBSDEs)
1
Interacting particle method
1
Local volatility model
1
Malliavin calculus
1
Malliavin derivative
1
Mathematical analysis
1
Mathematical finance
1
Multi-asset options
1
Schätztheorie
1
Stochastic volatility model
1
Stratified sampling
1
approximation formula
1
asymptotic expansions
1
average options
1
jump-diffusion models
1
local volatility models
1
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Takahashi, Akihiko
Cui, Zhenyu
15
Chan, Joshua
14
Escobar, Marcos
14
Lee, Cheng F.
11
McAleer, Michael
11
Wang, Xingchun
11
Adelson, Mark
10
Allen, Joseph A.
10
Kim, Jeong-Hoon
10
Marcellino, Massimiliano
10
Todorov, Viktor
10
Nguyen, Duy
9
Carriero, Andrea
8
Clark, Todd E.
8
He, Xin-Jiang
8
Kirkby, J. Lars
8
Rodriguez, Gabriel
8
Alòs, Elisa
7
Gatheral, Jim
7
Li, Chenxu
7
Li, Jia
7
Mumtaz, Haroon
7
Tauchen, George Eugene
7
Wong, Hoi Ying
7
Asai, Manabu
6
Cross, Jamie
6
Fabozzi, Frank J.
6
Goutte, Stéphane
6
Hainaut, Donatien
6
Hess, Markus
6
Ma, Jingtang
6
Renò, Roberto
6
Vives, Josep
6
Andersen, Torben
5
Benth, Fred Espen
5
Fouque, Jean-Pierre
5
Funahashi, Hideharu
5
Fusai, Gianluca
5
Kim, See-Woo
5
Kwok, Yue-Kuen
5
more ...
less ...
Published in...
All
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
2
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
3
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
