Narrow search
Showing 1 - 10 of 32
Cover Image
Asymptotic expansion approaches in finance : applications to currency options
Takahashi, Akihiko; Takehara, Kohta - In: Finance and banking developments, (pp. 185-232). 2010
Persistent link: https://www.econbiz.de/10008860427
Cover Image
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
Cover Image
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/10008809193
Cover Image
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko; Takehara, Kohta - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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