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Application of a high-order asymptotic expansion scheme to long-term currency options
Takehara, Kohta; Toda, Masashi; Takahashi, Akihiko - In: The international journal of business and finance … 5 (2011) 3, pp. 87-99
Persistent link: https://www.econbiz.de/10009897532
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NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME
TAKAHASHI, AKIHIKO; TODA, MASASHI - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155226
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Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi - In: The journal of computational finance 15 (2011) 2, pp. 111-111
Persistent link: https://www.econbiz.de/10009816298
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Special issue on Nonlinear non-Gaussian models and related filtering methods - A Monte Carlo filtering approach for estimating the term structure of interest rates
Takahashi, Akihiko; Sato, Seisho - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10006564329
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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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CUTTING EDGE Derivatives pricing Choice of collateral currency Collateral agreements are becoming popular in the over-the-counter derivatives market. The authors demonstrate its si...
Fujii, Masaaki; Takahashi, Akihiko - In: Risk : managing risk in the world's financial markets 24 (2011) 1, pp. 120-126
Persistent link: https://www.econbiz.de/10008819780
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ARTICLES - The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Kunitomo, Naoto; Takahashi, Akihiko - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 117
Persistent link: https://www.econbiz.de/10008217200
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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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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/10010077879
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A new hedge fund replication method with the dynamic optimal portfolio
Takahashi, Akihiko; Yamamoto, Kyo - In: Global journal of business research : GJBR 4 (2010) 4, pp. 23-34
Persistent link: https://www.econbiz.de/10009897308