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:"Unvollkommener Markt"
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
A new scheme for static hedgin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Unvollkommener Markt
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
Theory
70
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
Portfolio-Management
40
Volatility
33
Volatilität
33
Yield curve
22
Zinsstruktur
22
Asymptotic expansion
21
Credit risk
16
Kreditrisiko
16
Malliavin calculus
16
Agent-based modeling
15
Agentenbasierte Modellierung
15
Monte Carlo simulation
14
CAPM
13
Derivat
13
Derivative
13
Incomplete market
13
Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
12
Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
Wahrscheinlichkeitsrechnung
11
Allgemeines Gleichgewicht
10
Analysis
10
Currency option
10
General equilibrium
10
more ...
less ...
Online availability
All
Free
10
Undetermined
2
Type of publication
All
Book / Working Paper
10
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
13
Author
All
Takahashi, Akihiko
13
Kizaki, Keisuke
9
Saito, Taiga
9
Fujii, Masaaki
3
Shiraya, Kenichiro
1
Published in...
All
CARF working paper
4
CIRJE discussion papers / F series
3
Insurance : mathematics and economics
1
International journal of financial engineering
1
The quarterly journal of finance
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
The quarterly journal of finance
2
(
2012
)
3
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10009679953
Saved in:
3
Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10014513437
Saved in:
4
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
Saved in:
5
Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2024
Persistent link: https://www.econbiz.de/10014494158
Saved in:
6
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
Saved in:
7
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438155
Saved in:
8
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
Saved in:
9
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014228004
Saved in:
10
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 132-155
Persistent link: https://www.econbiz.de/10015049386
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
