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CAPM
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
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70
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
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40
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33
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33
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22
Zinsstruktur
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16
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Agentenbasierte Modellierung
15
Monte Carlo simulation
14
Derivat
13
Derivative
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Incomplete market
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Unvollkommener Markt
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Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
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Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
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Risikomanagement
11
Schätztheorie
11
Spieltheorie
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Wahrscheinlichkeitsrechnung
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English
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Takahashi, Akihiko
7
Yamazaki, Akira
6
Kizaki, Keisuke
2
Mita, Daiya
2
Saito, Taiga
2
Nakano, Masafumi
1
Shiraya, Kenichiro
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Takahashi, Soichiro
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Annals of financial economics
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Asia-Pacific financial markets
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International journal of financial engineering
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ECONIS (ZBW)
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Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
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2
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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3
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
4
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
5
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
6
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
7
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
Saved in:
8
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014228004
Saved in:
9
A new equity investment strategy with artificial intelligence, multi factors, and technical indicators
Mita, Daiya
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10015046877
Saved in:
10
A new equity investment strategy with artificial intelligence, multi factors, and technical indicators
Mita, Daiya
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10015046785
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