//--> //--> //--> //-->
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
~person:"Takahashi, Akihiko"
~subject:"Konferenz"
~subject:"Volatilität"
~type_genre:"Article in journal"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Konferenz
Volatilität
Stochastic process
16
Stochastischer Prozess
16
Option pricing theory
14
Optionspreistheorie
14
Volatility
12
Asymptotic expansion
5
Experiment
5
Malliavin calculus
4
Theorie
4
Theory
4
Estimation theory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätztheorie
3
asymptotic expansion
3
BSDE
2
Black-Scholes model
2
Black-Scholes-Modell
2
CVA
2
Currency option
2
Derivat
2
Derivative
2
Devisenoption
2
FBSDE
2
Malliavin derivative
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Stochastic volatility
2
Stochastische Volatilität
2
approximation formula
2
Analysis
1
Branching diffusion
1
CEV model
1
Cole-Hopf transformation
1
Control variate
1
Finanzmathematik
1
Forward-backward SDEs
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Takahashi, Akihiko
McAleer, Michael
25
Escobar, Marcos
21
Asai, Manabu
20
Todorov, Viktor
19
Lee, Cheng F.
18
Tauchen, George Eugene
17
Adelson, Mark
16
Cui, Zhenyu
16
Chan, Joshua
14
Allen, Joseph A.
13
Seusing, Ekkehart
13
Fouque, Jean-Pierre
12
Wang, Xingchun
12
Carr, Peter
11
Kim, Jeong-Hoon
11
Alòs, Elisa
9
Benth, Fred Espen
9
Fabozzi, Frank J.
9
Forde, Martin
9
Mumtaz, Haroon
9
Nguyen, Duy
9
Renò, Roberto
9
Sircar, Kaushik Ronnie
9
Wong, Hoi Ying
9
Yu, Jun
9
Andersen, Torben
8
Hainaut, Donatien
8
He, Xin-Jiang
8
Kim, Young Shin
8
Kirkby, J. Lars
8
Kwok, Yue-Kuen
8
Li, Chenxu
8
Li, Jia
8
Li, Yong
8
Lin, Shih-kuei
8
Renault, Eric
8
Rodriguez, Gabriel
8
Shiraya, Kenichiro
8
Bollerslev, Tim
7
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
Mathematics of operations research
2
European journal of operational research : EJOR
1
The journal of computational finance
1
The journal of futures markets
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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
Saved in:
6
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
Saved in:
7
Pricing multiasset cross-currency options
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Saved in:
8
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
Saved in:
9
Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10009679953
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->