//--> //--> //--> //-->
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
Smiling at Evolution
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
41
Stochastischer Prozess
41
Volatility
26
Volatilität
26
Theorie
19
Theory
19
Asymptotic expansion
16
Malliavin calculus
12
Portfolio selection
11
Portfolio-Management
11
Analysis
10
Derivat
10
Derivative
10
Estimation theory
10
Mathematical analysis
10
Schätztheorie
10
Deep learning
9
Incomplete market
9
Option trading
9
Optionsgeschäft
9
Unvollkommener Markt
9
Currency option
8
Devisenoption
8
Yield curve
7
Zinsstruktur
7
Experiment
6
Hedging
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Agent-based modeling
5
Agentenbasierte Modellierung
5
Backward stochastic differential equations
5
Black-Scholes model
5
Black-Scholes-Modell
5
Curse of dimensionality
5
Kolmogorov PDEs
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
more ...
less ...
Online availability
All
Free
33
Undetermined
12
Type of publication
All
Book / Working Paper
40
Article
37
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
77
Author
All
Takahashi, Akihiko
McAleer, Michael
410
Gupta, Rangan
243
Caporale, Guglielmo Maria
209
Chang, Chia-Lin
153
Bollerslev, Tim
152
Härdle, Wolfgang
142
Diebold, Francis X.
124
Chiarella, Carl
119
Koopman, Siem Jan
119
Madan, Dilip B.
119
Pierdzioch, Christian
117
Bouri, Elie
113
Fabozzi, Frank J.
113
Witt, Ulrich
112
Phillips, Peter C. B.
110
Aizenman, Joshua
103
Hodgson, Geoffrey M.
103
Andersen, Torben
101
Spagnolo, Nicola
101
Engle, Robert F.
96
Pyka, Andreas
96
Ma, Feng
94
Lux, Thomas
91
Platen, Eckhard
86
Hautsch, Nikolaus
84
Cui, Zhenyu
83
Hammoudeh, Shawkat
83
Bekaert, Geert
81
Gil-Alaña, Luis A.
81
Todorov, Viktor
77
Bahmani-Oskooee, Mohsen
76
Christoffersen, Peter F.
74
Foster, John
74
Caporin, Massimiliano
73
Carr, Peter
73
Dosi, Giovanni
73
Prokopczuk, Marcel
72
Benth, Fred Espen
71
Buch, Claudia M.
71
more ...
less ...
Institution
All
International Workshop on Finance <2011, Kyōto>
1
Published in...
All
Asia-Pacific financial markets
11
CIRJE discussion papers / F series
10
CARF working paper
7
International journal of theoretical and applied finance
7
International journal of financial engineering
4
The journal of futures markets
3
CARF Working Paper Series
2
Mathematics of operations research
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
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
The international journal of business and finance research : IJBFR
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
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
A Hybrid Asymptotic Expansion Scheme : An Application to Long-Term Currency Options
Takahashi, Akihiko
-
2009
under a market model of interest rates and a general diffusion stochastic
volatility
model with jumps of spot exchange rates …
Persistent link: https://www.econbiz.de/10013158773
Saved in:
10
On Error Estimates for Asymptotic Expansions with Malliavin Weights -- Application to Stochastic
Volatility
Model
Takahashi, Akihiko
-
2014
price and its Greeks (sensitivities) under a stochastic
volatility
model. More generally, we also derive an error estimate …
Persistent link: https://www.econbiz.de/10013063101
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->