Narrow search
Showing 1 - 10 of 10
Cover Image
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo; Sato, Seisho; Takahashi, Akihiko - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Cover Image
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko; Takehara, Kohta - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Cover Image
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko; Toda, Masashi - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Cover Image
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko; Takehara, Kohta; Toda, Masashi - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Cover Image
Analytical approximation for non-linear FBSDEs with perturbation scheme
Fujii, Masaaki; Takahashi, Akihiko - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10009672609
Cover Image
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Cover Image
Fourier transform method with an asymptotic expansion approach : an application to currency options
Takahashi, Akihiko; Takehara, Kohta - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 381-401
Persistent link: https://www.econbiz.de/10003746679
Cover Image
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Cover Image
Strong convergence for Euler-Maruyama and Milstein schemes with asymptotic method
Tanaka, Hideyuki; Yamada, Toshihiro - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10010363902
Cover Image
NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME
TAKAHASHI, AKIHIKO; TODA, MASASHI - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155226