//--> //--> //--> //-->
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"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
59
Optionspreistheorie
59
Stochastic process
29
Stochastischer Prozess
29
Volatility
26
Volatilität
26
Asymptotic expansion
13
Theorie
11
Theory
11
Derivat
10
Derivative
10
Analysis
9
Mathematical analysis
9
Option trading
9
Optionsgeschäft
9
Currency option
8
Devisenoption
8
Estimation theory
8
Schätztheorie
8
Yield curve
8
Zinsstruktur
8
Malliavin calculus
7
Portfolio selection
7
Portfolio-Management
7
Deep learning
6
Experiment
6
Hedging
6
Incomplete market
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Unvollkommener Markt
6
Backward stochastic differential equations
5
Black-Scholes model
5
Black-Scholes-Modell
5
CAPM
4
Collateral
4
Credit risk
4
Deep BSDE solver
4
Kreditrisiko
4
Kreditsicherung
4
more ...
less ...
Online availability
All
Free
23
Undetermined
12
Type of publication
All
Article
37
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
66
Author
All
Takahashi, Akihiko
Wagner, Joachim
1,109
Zimmermann, Klaus F.
824
Schnabel, Claus
686
Boss, Alfred
655
Wagner, Gert G.
648
Schmidt, Christoph M.
493
Fritsch, Michael
474
Nierhaus, Wolfgang
441
Caporale, Guglielmo Maria
440
McAleer, Michael
408
Steiner, Viktor
407
Franz, Wolfgang
388
Merz, Joachim
388
Peichl, Andreas
365
Fitzenberger, Bernd
356
Bellmann, Lutz
346
Berthold, Norbert
337
Belke, Ansgar
334
Schmähl, Winfried
333
Börsch-Supan, Axel
318
Fuest, Clemens
316
Bauer, Thomas K.
314
Wohlrabe, Klaus
314
Schupp, Jürgen
310
Caliendo, Marco
306
Albach, Horst
303
Gupta, Rangan
300
Raffelhüschen, Bernd
297
Addison, John T.
293
Sinn, Hans-Werner
289
Städtler, Arno
288
Scheide, Joachim
282
Siebert, Horst
280
Frondel, Manuel
278
Bach, Stefan
276
Eichhorst, Werner
276
Haucap, Justus
275
Müller, Klaus
272
Bonin, Holger
258
Grabka, Markus M.
258
more ...
less ...
Institution
All
International Workshop on Finance <2011, Kyōto>
1
Published in...
All
Asia-Pacific financial markets
11
International journal of theoretical and applied finance
7
CIRJE discussion papers / F series
6
CARF working paper
5
International journal of financial engineering
3
The journal of futures markets
3
CARF Working Paper Series
2
Mathematics of operations research
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The journal of computational finance
2
Advances in mathematical economics
1
European journal of operational research : EJOR
1
Finance and banking developments
1
International review of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The international journal of business and finance research : IJBFR
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
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
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
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->