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Stochastischer Prozess
Option pricing theory
77
Optionspreistheorie
77
Theorie
68
Theory
68
Stochastic process
55
Portfolio selection
40
Portfolio-Management
40
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33
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22
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21
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16
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Incomplete market
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Unvollkommener Markt
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Option trading
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Optionsgeschäft
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12
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11
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11
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11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
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Allgemeines Gleichgewicht
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10
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Takahashi, Akihiko
41
Yamada, Toshihiro
16
Yamazaki, Akira
14
Shiraya, Kenichiro
9
Fujii, Masaaki
7
Saito, Taiga
6
Kizaki, Keisuke
3
Takehara, Kohta
3
Toda, Masashi
3
Tsuchida, Yoshifumi
3
Iguchi, Yuga
2
Li, Yuan
2
Naito, Riu
2
Sato, Seisho
2
Umezawa, Yuji
2
Yamamoto, Kyo
2
Kato, Takashi
1
Kunitomo, Naoto
1
Miyachi, Kaimon
1
Nakano, Masafumi
1
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CIRJE discussion papers / F series
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International journal of theoretical and applied finance
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Asia-Pacific financial markets
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European journal of operational research : EJOR
2
Mathematics of operations research
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Advances in mathematical economics
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CARF Working Paper Series
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Review of derivatives research
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The journal of computational finance
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ECONIS (ZBW)
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Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
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2
Pricing average options under time-changed Lévy processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
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3
Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira
- In:
Advances in mathematical economics
2
(
2000
),
pp. 119-135
Persistent link: https://www.econbiz.de/10001745799
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4
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
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5
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
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6
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011523937
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7
Pricing path-dependent options with discrete monitoring under time-changed Lévy processes
Umezawa, Yuji
;
Yamazaki, Akira
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10010505145
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8
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
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9
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
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10
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
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