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~isPartOf:"CARF working paper"
~person:"Lee, Cheng F."
~person:"Takahashi, Akihiko"
~subject:"Black-Scholes model"
~subject:"Konferenz"
~subject:"Malliavin calculus"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Black-Scholes model
Konferenz
Malliavin calculus
Mathematische Optimierung
Portfolio selection
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Stochastischer Prozess
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Lee, Cheng F.
Takahashi, Akihiko
Shiraya, Kenichiro
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Kizaki, Keisuke
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Li, Yuan
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Miyachi, Kaimon
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CARF working paper
Review of Pacific Basin financial markets and policies
18
CIRJE discussion papers / F series
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International journal of theoretical and applied finance
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Asia-Pacific financial markets
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Mathematics of operations research
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Review of Pacific Basin financial markets and policies : RPBFMP
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Review of quantitative finance and accounting
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CARF Working Paper Series
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European journal of operational research : EJOR
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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International journal of financial engineering
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The journal of computational finance
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The quarterly journal of finance
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
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Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
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