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~subject:"Unvollkommener Markt"
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Unvollkommener Markt
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Takahashi, Akihiko
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ECONIS (ZBW)
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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
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2
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
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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
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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
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