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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
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Comparison of randomization techniques for low-discrepancy sequences in finance
Tamura, Tsutomu - In: Asia-Pacific financial markets 12 (2005) 3, pp. 227-244
Persistent link: https://www.econbiz.de/10003407436
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Monte Carlo option pricing for tempered stable (CGMY) processes
Poirot, Jérémy; Tankov, Peter - In: Asia-Pacific financial markets 13 (2006) 4, pp. 327-344
Persistent link: https://www.econbiz.de/10003609514
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A new control variate estimator for an Asian option
Kamizono, Kenji; Kariya, Takeaki; Liu, Regina Y.; … - In: Asia-Pacific financial markets 11 (2004) 2, pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
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Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.; Sato, Seisho; Takahashi, Akihiko - In: Asia-Pacific financial markets 26 (2019) 3, pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
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An empirical analysis of growth options of Japanese electronics firms
Latypov, Gennady - In: Asia-Pacific financial markets 17 (2010) 2, pp. 113-140
Persistent link: https://www.econbiz.de/10009237121
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An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Yoshikawa, Kazuhiro - In: Asia-Pacific financial markets 22 (2015) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10011377529
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Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo - In: Asia-Pacific financial markets 7 (2000) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
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Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo - In: Asia-Pacific financial markets 7 (2000) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
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Risk management for linear and non-linear assets : a bootstrap method with importance resampling to evaluate value-at-risk
Lin, Shih-kuei; Wang, Ren-her; Fuh, Cheng-der - In: Asia-Pacific financial markets 13 (2006) 3, pp. 261-295
Persistent link: https://www.econbiz.de/10003609500