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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
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2023
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This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014331906
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
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2023
Persistent link: https://www.econbiz.de/10014438131
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3
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
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4
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
5
A dynamic analysis of the bank of Japan’s ETF/REIT purchase program
Mita, Daiya
;
Nishimura, Kiyohiko
;
Saito, Taiga
; …
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2023
Persistent link: https://www.econbiz.de/10014383904
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6
A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2020
-
Revised in October 2020
Persistent link: https://www.econbiz.de/10012888511
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7
A new interval type-2 fuzzy logic system under dynamic environment : application to financial investment
Takahashi, Akihiko
;
Takahashi, Soichiro
-
2020
Persistent link: https://www.econbiz.de/10012888516
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A mean field game approach to equilibrium pricing with market clearing condition
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 25 September, 2021
Persistent link: https://www.econbiz.de/10012813504
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9
Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Takahashi, Akihiko
-
2021
-
First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
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10
Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki
;
Takahashi, Akihiko
-
2021
-
This version: 10 December, 2021
Persistent link: https://www.econbiz.de/10012813661
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