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
~isPartOf:"CARF working paper"
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
A new scheme for static hedgin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
Agent-based modeling
4
Agentenbasierte Modellierung
4
Allgemeines Gleichgewicht
4
Analysis
4
Asymptotic expansion
4
General equilibrium
4
Incomplete market
4
Mathematical analysis
4
Theorie
4
Theory
4
Unvollkommener Markt
4
Backward stochastic differential equations
3
Deep learning
3
market clearing
3
Anlageverhalten
2
Behavioural finance
2
CAPM
2
Control theory
2
Control variate method
2
Deep BSDE solver
2
Equilibrium theory
2
Experiment
2
Gleichgewichtstheorie
2
Kontrolltheorie
2
Lebenszyklus
2
Life cycle
2
Malliavin calculus
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Probability theory
2
Reinsurance
2
Risiko
2
more ...
less ...
Online availability
All
Free
21
Undetermined
1
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
22
Author
All
Takahashi, Akihiko
20
Saito, Taiga
7
Yamada, Toshihiro
6
Kizaki, Keisuke
5
Fujii, Masaaki
4
Li, Yuan
2
Shiraya, Kenichiro
2
Tsuchida, Yoshifumi
2
Yamazaki, Akira
2
Iguchi, Yuga
1
Mita, Daiya
1
Miyachi, Kaimon
1
Naito, Riu
1
Okano, Yusuke
1
Okawara, Makoto
1
Takahashi, Soichiro
1
Umezawa, Yuji
1
more ...
less ...
Published in...
All
CARF working paper
CARF F-Series
84
CIRJE F-Series
84
CIRJE discussion papers / F series
24
Asia-Pacific financial markets
15
International journal of theoretical and applied finance
12
Discussion Papers / Graduate School of Economics, Hitotsubashi University
11
Papers / arXiv.org
11
Advances in mathematical economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
9
Asia-Pacific Financial Markets
7
International journal of financial engineering
7
The journal of futures markets
7
CARF J-Series
6
CIRJE J-Series
6
Journal of mathematical economics
6
Hitotsubashi Journal of Economics
5
Hitotsubashi journal of economics
5
Journal of Mathematical Economics
5
CARF Working Paper Series
4
Journal of Futures Markets
4
Journal of economic theory
4
Quantitative Finance
4
The journal of fixed income
4
Applied mathematical finance
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
The journal of computational finance
3
Discussion papers, economics
2
Econometrica
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
European journal of operational research : EJOR
2
Global journal of business research : GJBR
2
IMES discussion paper series
2
International Review of Finance
2
International review of finance
2
Journal of Economic Theory
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics of operations research
2
Quantitative finance
2
The international journal of business and finance research : IJBFR
2
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
2
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
3
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
4
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
5
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 12 March, 2021
Persistent link: https://www.econbiz.de/10012616255
Saved in:
6
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2022
-
This version: 14 February, 2022
Persistent link: https://www.econbiz.de/10013271713
Saved in:
7
Portfolio optimization with choice of a probability measure
Saito, Taiga
;
Takahashi, Akihiko
-
2022
Persistent link: https://www.econbiz.de/10013271723
Saved in:
8
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 25 September, 2021
Persistent link: https://www.econbiz.de/10012813504
Saved in:
9
Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Takahashi, Akihiko
-
2021
-
First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
Saved in:
10
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 10 December, 2021
Persistent link: https://www.econbiz.de/10012813661
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
