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Optionspreistheorie
Option pricing theory
60
Theorie
56
Theory
56
Stochastic process
47
Stochastischer Prozess
47
Portfolio selection
38
Portfolio-Management
38
Volatility
29
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28
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25
Malliavin calculus
21
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21
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21
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17
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17
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15
Agentenbasierte Modellierung
15
Derivat
13
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13
Incomplete market
13
Unvollkommener Markt
13
Analysis
11
Mathematical analysis
11
Monte Carlo simulation
11
Allgemeines Gleichgewicht
10
Credit risk
10
Currency option
10
General equilibrium
10
Hedging
10
Kreditrisiko
10
Option trading
10
Optionsgeschäft
10
asymptotic expansion
10
Deep learning
9
Monte-Carlo-Simulation
9
Devisenoption
8
Equilibrium theory
8
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8
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English
60
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Takahashi, Akihiko
59
Yamada, Toshihiro
16
Fujii, Masaaki
7
Shiraya, Kenichiro
7
Takehara, Kohta
7
Toda, Masashi
5
Tsuzuki, Yukihiro
5
Saito, Taiga
4
Sato, Seisho
4
Yamamoto, Kyo
4
Tsuchida, Yoshifumi
3
Yamazaki, Akira
3
Kato, Takashi
2
Kizaki, Keisuke
2
Uchida, Yoshihiko
2
Fuji, Masaaki
1
He, Hua
1
Iacus, Stefano Maria
1
Iguchi, Yuga
1
Kunitomo, Naoto
1
Matsuoka, Ryosuke
1
Naito, Riu
1
Nishimura, Kiyohiko G.
1
Shimada, Yasufumi
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Yoshida, Nakahiro
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International Workshop on Finance <2011, Kyōto>
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Asia-Pacific financial markets
9
International journal of theoretical and applied finance
7
CIRJE discussion papers / F series
6
CARF working paper
5
International journal of financial engineering
3
Mathematics of operations research
2
The journal of computational finance
2
The journal of futures markets
2
Advances in mathematical economics
1
CARF Working Paper Series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European journal of operational research : EJOR
1
Finance and banking developments
1
International review of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
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ECONIS (ZBW)
60
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Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
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2
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
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3
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
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4
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
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5
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
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6
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
Saved in:
7
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
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8
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
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9
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
Saved in:
10
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
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