Narrow search
Showing 61 - 70 of 527
Cover Image
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki; Sato, Seisho; Takahashi, Akihiko - In: Asia-Pacific financial markets 22 (2015) 3, pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Cover Image
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki; Takahashi, Akihiko - In: Asia-Pacific financial markets 22 (2015) 3, pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Cover Image
Price impacts of imperfect collateralization
Shiraya, Kenichiro; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Cover Image
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
Cover Image
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko; Takehara, Kohta; Toda, Masashi - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Cover Image
Analytical approximation for non-linear FBSDEs with perturbation scheme
Fujii, Masaaki; Takahashi, Akihiko - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10009672609
Cover Image
Pertubative expansion of FBSDE in an incomplete market with stochastic volatility
Fujii, Masaaki; Takahashi, Akihiko - In: The quarterly journal of finance 2 (2012) 3, pp. 1501-1524
Persistent link: https://www.econbiz.de/10009679953
Cover Image
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
Takahashi, Akihiko (contributor) - 2012
Persistent link: https://www.econbiz.de/10009566646
Cover Image
Fourier transform method with an asymptotic expansion approach : an application to currency options
Takahashi, Akihiko; Takehara, Kohta - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 381-401
Persistent link: https://www.econbiz.de/10003746679
Cover Image
Dynamic optimality of yield curve strategies
Kobayashi, Takao; Takahashi, Akihiko; Tokioka, Norio - In: International review of finance 4 (2003) 1/2, pp. 49-78
Persistent link: https://www.econbiz.de/10003014258