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
~language:"eng"
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
A new scheme for static hedgin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
Theory
70
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
Portfolio-Management
40
Volatility
33
Volatilität
33
Yield curve
22
Zinsstruktur
22
Asymptotic expansion
17
Credit risk
16
Kreditrisiko
16
Agent-based modeling
15
Agentenbasierte Modellierung
15
CAPM
13
Derivat
13
Derivative
13
Incomplete market
13
Malliavin calculus
13
Unvollkommener Markt
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
12
Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
Wahrscheinlichkeitsrechnung
11
Allgemeines Gleichgewicht
10
Analysis
10
General equilibrium
10
Mathematical analysis
10
more ...
less ...
Online availability
All
Free
241
Undetermined
27
Type of publication
All
Book / Working Paper
271
Article
83
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Arbeitspapier
52
Working Paper
52
Graue Literatur
50
Non-commercial literature
50
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
Undetermined
168
Japanese
5
Author
All
Takahashi, Akihiko
285
Yamazaki, Akira
85
Fujii, Masaaki
68
Yamada, Toshihiro
40
Saito, Taiga
31
Takehara, Kohta
29
Shiraya, Kenichiro
23
Toda, Masashi
19
Yamamoto, Kyo
17
Takahashi, Soichiro
16
Kizaki, Keisuke
14
Sato, Seisho
12
Shimada, Yasufumi
12
Nakano, Masafumi
10
Tsuzuki, Yukihiro
10
Ichiishi, Tatsuro
8
Kobayashi, Takao
8
Uchida, Yoshihiko
7
Green, Edward J.
6
Greenberg, Joseph
6
Mita, Daiya
6
Nakayama, Keita
6
Weber, Shlomo
6
Fujiki, Hiroshi
5
Kato, Takashi
4
Nakamura, Hisashi
4
Nishimura, Kiyohiko G.
4
Tsuchida, Yoshifumi
4
Tsuda, Hiroshi
4
Umezawa, Yuji
4
Iguchi, Yuga
3
Naito, Riu
3
Nakagawa, Naruhisa
3
Okawara, Makoto
3
Tokioka, Norio
3
Adachi, Takanori
2
Fukui, Takaya
2
Hakamada, Takeshi
2
Kunitomo, Naoto
2
Li, Yuan
2
more ...
less ...
Institution
All
Center for Advanced Research in Finance, Faculty of Economics
51
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
47
Graduate School of Economics, Hitotsubashi University
10
arXiv.org
5
Federal Reserve Bank of Minneapolis
1
International Workshop on Finance <2011, Kyōto>
1
International Workshop on Finance <2012, Tokio>
1
more ...
less ...
Published in...
All
CARF F-Series
50
CIRJE F-Series
45
CIRJE discussion papers / F series
24
CARF working paper
22
Asia-Pacific financial markets
15
International journal of theoretical and applied finance
11
Advances in mathematical economics
10
Discussion Papers / Graduate School of Economics, Hitotsubashi University
10
International journal of financial engineering
7
Papers / arXiv.org
5
CARF Working Paper Series
4
The journal of futures markets
4
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
Applied mathematical finance
2
CIRJE J-Series
2
Discussion papers, economics
2
European journal of operational research : EJOR
2
Global journal of business research : GJBR
2
IMES discussion paper series
2
International review of finance
2
Journal of mathematical economics
2
Mathematics of operations research
2
Quantitative finance
2
The international journal of business and finance research : IJBFR
2
The journal of computational finance
2
The journal of fixed income
2
The quarterly journal of finance
2
Annals of financial economics
1
Asian journal of management science and applications : AJMSA
1
CARF J-Series
1
CARF Working Paper CARF-F-473
1
CARF Working Paper Series CARF-F-149
1
CORE Discussion Paper
1
CORE discussion paper : DP
1
Discussion paper / Institut für Gesellschafts- und Wirtschaftswissenschaften, Wirtschaftstheoretische Abteilung, Sonderforschungsbereich 21, Projektgruppe Theoretische Modelle
1
Discussion paper / Projektgruppe Theoretische Modelle, Sonderforschungsbereich 21, Ökonomische Prognose-, Entscheidungs- und Gleichgewichtsmodelle, Institut für Gesellschafts- und Wirtschaftswissenschaften, Universität Bonn, Wirtschaftstheoretische Abteilung
1
Finance and banking developments
1
IIR working paper
1
Insurance : mathematics and economics
1
Interest rate modelling after the financial crisis
1
more ...
less ...
Source
All
ECONIS (ZBW)
232
RePEc
114
OLC EcoSci
8
Showing
1
-
10
of
354
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko
;
Yamazaki, Akira
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003826604
Saved in:
3
Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
Saved in:
4
Pricing average options under time-changed Lévy processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
Saved in:
5
On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
Saved in:
6
On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture
Yamazaki, Akira
- In:
Advances in mathematical economics
15
(
2011
),
pp. 89-122
Persistent link: https://www.econbiz.de/10009297143
Saved in:
7
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
8
Monetary equilibrium with buying and selling price spread without transactions costs
Yamazaki, Akira
- In:
Advances in mathematical economics
6
(
2004
),
pp. 167-183
Persistent link: https://www.econbiz.de/10002099861
Saved in:
9
Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira
- In:
Advances in mathematical economics
2
(
2000
),
pp. 119-135
Persistent link: https://www.econbiz.de/10001745799
Saved in:
10
Foreign exchange netting and systemic risk
Yamazaki, Akira
-
1996
Persistent link: https://www.econbiz.de/10000950755
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
