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~language:"eng"
~subject:"Allgemeines Gleichgewicht"
~subject:"Gleichgewichtstheorie"
~subject:"Volatility"
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Allgemeines Gleichgewicht
Gleichgewichtstheorie
Volatility
Option pricing theory
59
Optionspreistheorie
59
Theorie
52
Theory
52
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
35
Portfolio-Management
35
Volatilität
26
Yield curve
21
Zinsstruktur
21
Asymptotic expansion
17
Agent-based modeling
14
Agentenbasierte Modellierung
14
Derivat
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Derivative
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Malliavin calculus
13
Incomplete market
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Unvollkommener Markt
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Estimation theory
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Schätztheorie
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Analysis
10
Credit risk
10
Hedging
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Kreditrisiko
10
Mathematical analysis
10
Option trading
10
Optionsgeschäft
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Deep learning
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Equilibrium theory
9
General equilibrium
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
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8
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8
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Takahashi, Akihiko
40
Fujii, Masaaki
10
Yamada, Toshihiro
8
Saito, Taiga
7
Kizaki, Keisuke
6
Shiraya, Kenichiro
5
Takehara, Kohta
5
Toda, Masashi
3
Yamazaki, Akira
3
Sato, Seisho
2
Tsuzuki, Yukihiro
2
Yamamoto, Kyo
2
Adachi, Takanori
1
Kato, Takashi
1
Nakatsuma, Teruo
1
Nozawa, Wataru
1
Tsuda, Hiroshi
1
Yoshino, Naoyuki
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CIRJE discussion papers / F series
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CARF working paper
5
International journal of theoretical and applied finance
5
Asia-Pacific financial markets
4
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2
Mathematics of operations research
2
The journal of futures markets
2
CARF Working Paper CARF-F-473
1
European journal of operational research : EJOR
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
The journal of computational finance
1
The quarterly journal of finance
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
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On nonexistence of reconsideration-proof equilibrium with state variables
Nozawa, Wataru
- In:
Theory and decision : an international journal for …
85
(
2018
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10012031181
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2
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
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3
Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga
;
Adachi, Takanori
;
Nakatsuma, Teruo
; …
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
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4
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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5
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
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6
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
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7
A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko
;
Yamazaki, Akira
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 397-413
Persistent link: https://www.econbiz.de/10003827763
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8
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Recent advances in financial engineering 2011: …
,
(pp. 133-181)
.
2012
Persistent link: https://www.econbiz.de/10009573432
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9
Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Toda, Masashi
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 111-148
Persistent link: https://www.econbiz.de/10009424800
Saved in:
10
Pricing discrete barrier options under stochastic volatility
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10009660697
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