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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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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
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Optimal room charge and expected sales under discrete choice models with limited capacity
Saito, Taiga; Takahashi, Akihiko; Tsuda, Hiroshi - In: International journal of hospitality management 57 (2016), pp. 116-131
Persistent link: https://www.econbiz.de/10011581301
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An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko; Yamada, Toshihiro - In: International journal of financial engineering 2 (2015) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
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Style analysis with particle filtering and generalized simulated annealing
Fukui, Takaya; Sato, Seisho; Takahashi, Akihiko - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-29
Persistent link: https://www.econbiz.de/10011778283
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The asymptotic expansion approach to the valuation of interest rate contingent claims
Kunitomo, Naoto; Takahashi, Akihiko - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 117-151
Persistent link: https://www.econbiz.de/10001650922
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A variable reduction technique for pricing average-rate options
He, Hua; Takahashi, Akihiko - In: International review of finance 1 (2000) 2, pp. 123-142
Persistent link: https://www.econbiz.de/10001666865
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Pricing convertible bonds with default risk
Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10001706057
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Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003826604
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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