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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/10008161649
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A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 5, pp. 397-413
Persistent link: https://www.econbiz.de/10008225612
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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/10009902233
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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/10009902255
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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/10009902333
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Corrosion Resistance and Press-formability of Coated Steel Sheets - The Corrosion Resistance of Zn-11%Al-3%Mg-0.2%Si Hot-dip Galvanized Steel Sheet (Technical Report)
Morimoto, Y.; Kurosaki, M.; Honda, K.; Nishimura, K.; … - In: Tetsu-to-hagane 89 (2003) 1, pp. 161-165
Persistent link: https://www.econbiz.de/10006694821
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Interim core concepts for a bayesian pure exchange economy
Ichiishi, Tatsuro; Yamazaki, Akira - In: Journal of mathematical economics 40 (2004) 3, pp. 347-370
Persistent link: https://www.econbiz.de/10006023705
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On Simple Games with Permission of Voters
Yamazaki, Akira; Inohara, Takehiro; Nakano, Bunpei - In: Journal of the Operations Research Society of Japan : JORSJ 42 (1999) 3, pp. 301
Persistent link: https://www.econbiz.de/10006730318
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VALUATION OF RESIDENTIAL MORTGAGE-BACKED SECURITIES WITH PROPORTIONAL HAZARD MODEL: Cumulant Expansion Approach to Pricing RMBS
Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; … - In: The journal of fixed income 18 (2009) 4, pp. 62-77
Persistent link: https://www.econbiz.de/10008243062
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On blocking coalitions: Linking Mas-Colell with Grodal–Schmeidler–Vind
Greenberg, Joseph; Weber, Shlomo; Yamazaki, Akira - In: Journal of mathematical economics 43 (2007) 5, pp. 615-628
Persistent link: https://www.econbiz.de/10007734902