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A new scheme for static hedgin...
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Option pricing theory
77
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5
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Takahashi, Akihiko
404
Yamazaki, Akira
132
Fujii, Masaaki
89
Yamada, Toshihiro
56
Shiraya, Kenichiro
44
Takehara, Kohta
34
Saito, Taiga
31
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28
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27
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19
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16
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16
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14
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13
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12
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10
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10
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10
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10
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9
Kato, Takashi
9
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8
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8
TAKAHASHI, AKIHIKO
8
Umezawa, Yuji
8
Weber, Shlomo
8
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6
Nakamura, Hisashi
6
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5
Kunitomo, Naoto
5
Matsuoka, Ryosuke
5
Ozeki, Takaaki
5
Tokioka, Norio
5
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5
Yoshikawa, Daisuke
5
Nakagawa, Naruhisa
4
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4
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4
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4
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11
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1
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1
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1
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7
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Journal of Futures Markets
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The journal of fixed income
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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RePEc
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ECONIS (ZBW)
248
OLC EcoSci
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1
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
Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko
;
Yamazaki, Akira
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003826604
Saved in:
3
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:
4
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
Saved in:
5
On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
Saved in:
6
On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture
Yamazaki, Akira
- In:
Advances in mathematical economics
15
(
2011
),
pp. 89-122
Persistent link: https://www.econbiz.de/10009297143
Saved in:
7
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
8
Monetary equilibrium with buying and selling price spread without transactions costs
Yamazaki, Akira
- In:
Advances in mathematical economics
6
(
2004
),
pp. 167-183
Persistent link: https://www.econbiz.de/10002099861
Saved in:
9
Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira
- In:
Advances in mathematical economics
2
(
2000
),
pp. 119-135
Persistent link: https://www.econbiz.de/10001745799
Saved in:
10
Foreign exchange netting and systemic risk
Yamazaki, Akira
-
1996
Persistent link: https://www.econbiz.de/10000950755
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