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:"Mathematics of operations research"
~language:"eng"
~person:"Yamada, Toshihiro"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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
"Macroeconomic Implications of...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Stochastischer Prozess
Experiment
1
Greeks
1
Kusuoka-Stroock functions
1
Malliavin calculus
1
Option pricing theory
1
Optionspreistheorie
1
Schätztheorie
1
Stochastic process
1
Volatility
1
Volatilität
1
asymptotic expansion
1
option price
1
stochastic volatility model
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Yamada, Toshihiro
Takahashi, Akihiko
2
Shiraya, Kenichiro
1
Published in...
All
Mathematics of operations research
CIRJE discussion papers / F series
6
CARF working paper
4
Asia-Pacific financial markets
2
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
