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A new scheme for static hedgin...
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Option pricing theory
77
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55
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55
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40
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354
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168
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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
Yamamoto, Kyo
28
Toda, Masashi
27
Sato, Seisho
19
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16
Tsuzuki, Yukihiro
16
Kizaki, Keisuke
14
Kobayashi, Takao
13
Shimada, Yasufumi
12
Ichiishi, Tatsuro
10
Nakano, Masafumi
10
Nakayama, Keita
10
Uchida, Yoshihiko
10
Green, Edward J.
9
Kato, Takashi
9
Fujiki, Hiroshi
8
Greenberg, Joseph
8
TAKAHASHI, AKIHIKO
8
Umezawa, Yuji
8
Weber, Shlomo
8
Mita, Daiya
6
Nakamura, Hisashi
6
Hakamada, Takeshi
5
Kunitomo, Naoto
5
Matsuoka, Ryosuke
5
Ozeki, Takaaki
5
Tokioka, Norio
5
Yoshida, Nakahiro
5
Yoshikawa, Daisuke
5
Nakagawa, Naruhisa
4
Nishimura, Kiyohiko G.
4
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4
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4
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90
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11
arXiv.org
11
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1
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1
Federal Reserve Bank of Minneapolis
1
Institute of Innovation Research, Hitotsubashi University
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World Scientific Publishing Co. Pte. Ltd.
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22
Asia-Pacific financial markets
15
International journal of theoretical and applied finance
12
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11
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Advances in mathematical economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
9
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7
International journal of financial engineering
7
The journal of futures markets
7
CARF J-Series
6
CIRJE J-Series
6
Journal of mathematical economics
6
Hitotsubashi Journal of Economics
5
Hitotsubashi journal of economics
5
Journal of Mathematical Economics
5
CARF Working Paper Series
4
Journal of Futures Markets
4
Journal of economic theory
4
Quantitative Finance
4
The journal of fixed income
4
Applied mathematical finance
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
The journal of computational finance
3
Discussion papers, economics
2
Econometrica
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
European journal of operational research : EJOR
2
Global journal of business research : GJBR
2
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2
International Review of Finance
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International review of finance
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Journal of Economic Theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
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RePEc
254
ECONIS (ZBW)
248
OLC EcoSci
25
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31
Sharing the risk of settlement failure : synopsis
Fujiki, Hiroshi
;
Green, Edward J.
;
Yamazaki, Akira
-
1999
Persistent link: https://www.econbiz.de/10001352456
Saved in:
32
Interim core concepts for a bayesian pure exchange economy
Ichiishi, Tatsuro
;
Yamazaki, Akira
- In:
Journal of mathematical economics
40
(
2004
)
3/4
,
pp. 347-370
Persistent link: https://www.econbiz.de/10002034628
Saved in:
33
Moments of maximum of Lévy processes : application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
34
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:
35
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
36
A general control variate method for time-changed Lévy processes : an application to options pricing
Shiraya, Kenichiro
;
Wang, Cong
;
Yamazaki, Akira
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 25-57
Persistent link: https://www.econbiz.de/10014486932
Saved in:
37
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
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38
A factor allocation approach to optimal bond portfolio
Nakayama, Keita
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
14
(
2007
)
4
,
pp. 299-324
Persistent link: https://www.econbiz.de/10003757794
Saved in:
39
New acceleration schemes with the asymptotic expansion in Monte Carlo simulation
Takahashi, Akihiko
;
Uchida, Yoshihiko
- In:
Advances in mathematical economics
8
(
2006
),
pp. 411-431
Persistent link: https://www.econbiz.de/10003309026
Saved in:
40
Term structure of interest rates under recursive preferences in continuous time
Nakamura, Hisashi
;
Nakayama, Keita
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
15
(
2008
)
3/4
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003833312
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