//--> //--> //--> //-->
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
~source:"econis"
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 survey on modeling and analy...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
60
Optionspreistheorie
60
Theorie
56
Theory
56
Stochastic process
43
Stochastischer Prozess
43
Portfolio selection
41
Portfolio-Management
41
Volatility
26
Volatilität
26
Yield curve
20
Zinsstruktur
20
Asymptotic expansion
17
Agent-based modeling
15
Agentenbasierte Modellierung
15
Derivat
13
Derivative
13
Estimation theory
13
Incomplete market
13
Malliavin calculus
13
Schätztheorie
13
Unvollkommener Markt
13
market clearing
13
Allgemeines Gleichgewicht
10
Analysis
10
Credit risk
10
General equilibrium
10
Hedging
10
Kreditrisiko
10
Mathematical analysis
10
Option trading
10
Optionsgeschäft
10
CAPM
9
Deep learning
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Currency option
8
Devisenoption
8
Equilibrium theory
8
Gleichgewichtstheorie
8
more ...
less ...
Online availability
All
Free
120
Undetermined
20
Type of publication
All
Book / Working Paper
141
Article
51
Type of publication (narrower categories)
All
Arbeitspapier
51
Graue Literatur
51
Non-commercial literature
51
Working Paper
51
Article in journal
48
Aufsatz in Zeitschrift
48
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
192
Author
All
Takahashi, Akihiko
178
Fujii, Masaaki
53
Saito, Taiga
31
Yamada, Toshihiro
27
Takahashi, Soichiro
16
Kizaki, Keisuke
14
Takehara, Kohta
12
Nakano, Masafumi
10
Sato, Seisho
8
Yamamoto, Kyo
8
Shiraya, Kenichiro
7
Toda, Masashi
7
Mita, Daiya
6
Shimada, Yasufumi
6
Tsuzuki, Yukihiro
6
Yamazaki, Akira
6
Sekine, Masashi
5
Nishimura, Kiyohiko G.
4
Tsuchida, Yoshifumi
4
Tsuda, Hiroshi
4
Iguchi, Yuga
3
Naito, Riu
3
Okawara, Makoto
3
Adachi, Takanori
2
Fukui, Takaya
2
Kato, Takashi
2
Kobayashi, Takao
2
Muromachi, Yukio
2
Nakamura, Hisashi
2
Nakatani, Souta
2
Nakatsuma, Teruo
2
Nakayama, Keita
2
Nishimura, Kiyohiko
2
Okano, Yusuke
2
Takahashi, Masayuki
2
Tokioka, Takami
2
Uchida, Yoshihiko
2
Yoshino, Naoyuki
2
Fuji, Masaaki
1
Hakamada, Takeshi
1
more ...
less ...
Institution
All
International Workshop on Finance <2011, Kyōto>
1
International Workshop on Finance <2012, Tokio>
1
Published in...
All
CIRJE discussion papers / F series
27
CARF working paper
24
Asia-Pacific financial markets
15
International journal of financial engineering
7
International journal of theoretical and applied finance
7
CARF Working Paper Series
4
The journal of futures markets
4
International review of finance
2
Mathematics of operations research
2
The journal of computational finance
2
Advances in mathematical economics
1
CARF Working Paper CARF-F-473
1
CARF Working Paper Series CARF-F-149
1
European journal of operational research : EJOR
1
Finance and banking developments
1
Global journal of business research : GJBR
1
Insurance : mathematics and economics
1
Interest rate modelling after the financial crisis
1
International journal of hospitality management
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Proceedings of the International Workshop on Financial 2011
1
Quantitative Finance, Forthcoming
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Recent advances in financial engineering. 2011
1
Studies in Economic History
1
The international journal of business and finance research : IJBFR
1
The journal of fixed income
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
235
OLC EcoSci
14
Showing
1
-
10
of
192
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
2
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
3
Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
Persistent link: https://www.econbiz.de/10011456985
Saved in:
4
Analytical approximation for non-linear FBSDEs with perturbation scheme
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009672609
Saved in:
5
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:
6
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2020
-
Revised in October 2020
Persistent link: https://www.econbiz.de/10012888511
Saved in:
7
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 12 March, 2021
Persistent link: https://www.econbiz.de/10012616255
Saved in:
8
Equilibrium price formation with a major player and its mean field limit
Fujii, Masaaki
;
Takahashi, Akihiko
-
2022
-
This version: 14 February, 2022
Persistent link: https://www.econbiz.de/10013271713
Saved in:
9
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 25 September, 2021
Persistent link: https://www.econbiz.de/10012813504
Saved in:
10
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 10 December, 2021
Persistent link: https://www.econbiz.de/10012813661
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...
//-->