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International journal of theoretical and applied finance
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1
A chaos expansion approach for the pricing of contingent claims
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10011298901
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2
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
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3
A unified approach for the pricing of options relating to averages
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10011935995
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4
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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5
An analytical approximation for European option prices under stochastic interest rates
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011403778
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6
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
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7
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
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8
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
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9
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
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10
Evaluating conditions and terms of the AT&T and DirecTV merger
Chen, K. C.
;
Funahashi, Hideharu
;
Warmerdam, Nicole
- In:
Research in finance
33
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012227584
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