//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Credit Risk: A Struct...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Option pricing theory
60
Theorie
58
Theory
58
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
36
Portfolio-Management
36
Volatility
26
Volatilität
26
Yield curve
23
Zinsstruktur
23
Asymptotic expansion
21
Malliavin calculus
16
Agent-based modeling
14
Agentenbasierte Modellierung
14
Derivat
13
Derivative
13
Incomplete market
12
Unvollkommener Markt
12
Credit risk
11
Estimation theory
11
Kreditrisiko
11
Monte Carlo simulation
11
Schätztheorie
11
Analysis
10
Currency option
10
Hedging
10
Mathematical analysis
10
Option trading
10
Optionsgeschäft
10
Allgemeines Gleichgewicht
9
Deep learning
9
General equilibrium
9
Monte-Carlo-Simulation
9
Devisenoption
8
Equilibrium theory
8
Gleichgewichtstheorie
8
Japan
8
Mathematical programming
8
more ...
less ...
Online availability
All
Free
22
Undetermined
11
Type of publication
All
Article
33
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
60
Author
All
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
Iguchi, Yuga
1
Kobayashi, Takao
1
Kunitomo, Naoto
1
Marsh, Terry
1
Matsuoka, Ryosuke
1
Naito, Riu
1
Nishimura, Kiyohiko G.
1
Shimada, Yasufumi
1
Takahashi, Masayuki
1
more ...
less ...
Institution
All
International Workshop on Finance <2011, Kyōto>
1
Published in...
All
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
International review of finance
2
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
European journal of operational research : EJOR
1
Finance and banking developments
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
The international journal of business and finance research : IJBFR
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the financial services industry
Marsh, Terry
;
Kobayashi, Takao
- In:
International review of finance
1
(
2000
)
4
,
pp. 295-315
Persistent link: https://www.econbiz.de/10001666874
Saved in:
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
Saved in:
3
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
4
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
Saved in:
5
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
6
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
7
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
Saved in:
8
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
9
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->