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Dynamic optimality of yield curve strategies
Kobayashi, Takao
;
Takahashi, Akihiko
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Tokioka, Norio
- In:
International review of finance
4
(
2003
)
1/2
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pp. 49-78
Persistent link: https://www.econbiz.de/10003014258
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A variable reduction technique for pricing average-rate options
He, Hua
;
Takahashi, Akihiko
- In:
International review of finance
1
(
2000
)
2
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pp. 123-142
Persistent link: https://www.econbiz.de/10001666865
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