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A new scheme for static hedgin...
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Volatilität
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
Theory
70
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
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40
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33
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21
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16
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14
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13
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Option trading
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Optionsgeschäft
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Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
Wahrscheinlichkeitsrechnung
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Allgemeines Gleichgewicht
10
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10
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English
33
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Takahashi, Akihiko
25
Yamazaki, Akira
10
Yamada, Toshihiro
8
Shiraya, Kenichiro
6
Takehara, Kohta
5
Toda, Masashi
3
Fujii, Masaaki
2
Sato, Seisho
2
Tsuzuki, Yukihiro
2
Yamamoto, Kyo
2
Adachi, Takanori
1
Kato, Takashi
1
Li, Yuan
1
Miyachi, Kaimon
1
Nakatsuma, Teruo
1
Saito, Taiga
1
Tsuda, Hiroshi
1
Umezawa, Yuji
1
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International journal of theoretical and applied finance
5
Asia-Pacific financial markets
4
Applied mathematical finance
2
CARF Working Paper Series
2
Mathematics of operations research
2
Quantitative finance
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
CARF working paper
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European journal of operational research : EJOR
1
Review of derivatives research
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The journal of computational finance
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The quarterly journal of finance
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ECONIS (ZBW)
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Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
2
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
Saved in:
3
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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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
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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6
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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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
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
Saved in:
9
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
10
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
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