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An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko; Yamada, Toshihiro - In: International journal of financial engineering 2 (2015) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
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Price impacts of imperfect collateralization
Shiraya, Kenichiro; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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Rebalancing static super-replications
Takahashi, Akihiko; Tsuzuki, Yukihiro - In: International journal of financial engineering 4 (2017) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011673107
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Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya; Sato, Seisho; Takahashi, Akihiko - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - In: International journal of financial engineering 9 (2022) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - In: International journal of financial engineering 10 (2023) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10014444676