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Deep asymptotic expansion : application to financial mathematics
Iguchi, Yuga; Naito, Riu; Okano, Yusuke; Takahashi, Akihiko - 2021 - First version: 1 November, 2021
Persistent link: https://www.econbiz.de/10012813594
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Strong convergence to the mean-field limit of a finite agent equilibrium
Fujii, Masaaki; Takahashi, Akihiko - 2021 - This version: 10 December, 2021
Persistent link: https://www.econbiz.de/10012813661
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A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko; Tsuchida, Yoshifumi; Yamada, Toshihiro - 2021
Persistent link: https://www.econbiz.de/10012813680
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Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.; Sato, Seisho; Takahashi, Akihiko - In: Asia-Pacific financial markets 26 (2019) 3, pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
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Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki; Takahashi, Akihiko; Takahashi, Masayuki - In: Asia-Pacific financial markets 26 (2019) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
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Optimal room charge and expected sales under discrete choice models with limited capacity
Saito, Taiga; Takahashi, Akihiko; Tsuda, Hiroshi - In: International journal of hospitality management 57 (2016), pp. 116-131
Persistent link: https://www.econbiz.de/10011581301
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A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro; Takahashi, Akihiko - In: European journal of operational research : EJOR 258 (2017) 1, pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
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Rebalancing static super-replications
Takahashi, Akihiko; Tsuzuki, Yukihiro - In: International journal of financial engineering 4 (2017) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011673107
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A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko; Tsuzuki, Yukihiro - In: The journal of computational finance 19 (2016) 4, pp. 73-94
Persistent link: https://www.econbiz.de/10011603189