Narrow search
Showing 1 - 10 of 67
Cover Image
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
Cover Image
New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Takahashi, Akihiko; Uchida, Yoshihiko - In: Advances in mathematical economics 8 (2006), pp. 411-431
Persistent link: https://www.econbiz.de/10003309026
Cover Image
A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo; Takahashi, Akihiko - In: Asia-Pacific financial markets 16 (2009) 4, pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
Cover Image
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo; Sato, Seisho; Takahashi, Akihiko - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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
Pricing average options on commodities
Shiraya, Kenichiro; Takahashi, Akihiko - In: The journal of futures markets 31 (2011) 5, pp. 407-439
Persistent link: https://www.econbiz.de/10009009225
Cover Image
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko; Yamada, Toshihiro - In: Recent advances in financial engineering 2011: …, (pp. 133-181). 2012
Persistent link: https://www.econbiz.de/10009573432
Cover Image
Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi - In: The journal of computational finance 15 (2011/12) 2, pp. 111-148
Persistent link: https://www.econbiz.de/10009424800