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A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko; Yamada, Toshihiro - In: Recent advances in financial engineering 2011: …, (pp. 133-181). 2012
Persistent link: https://www.econbiz.de/10009573432
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Interest rate modelling under full collateralisation
Fujii, Masaaki; Takahashi, Akihiko - In: Interest rate modelling after the financial crisis, (pp. 241-282). 2013
Persistent link: https://www.econbiz.de/10011456985
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A survey on modeling and analysis of basis spreads
Fujii, Masaaki; Takahashi, Akihiko - In: Recent advances in financial engineering 2011: …, (pp. 43-53). 2012
Persistent link: https://www.econbiz.de/10009573489
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Asymptotic expansion approaches in finance : applications to currency options
Takahashi, Akihiko; Takehara, Kohta - In: Finance and banking developments, (pp. 185-232). 2010
Persistent link: https://www.econbiz.de/10008860427