//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
"Macroeconomic Implications of...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
59
Optionspreistheorie
59
Theorie
53
Theory
53
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
38
Portfolio-Management
38
Volatility
26
Volatilität
26
Asymptotic expansion
21
Yield curve
21
Zinsstruktur
21
Malliavin calculus
16
Agent-based modeling
15
Agentenbasierte Modellierung
15
Derivat
13
Derivative
13
Incomplete market
13
Unvollkommener Markt
13
Estimation theory
11
Monte Carlo simulation
11
Schätztheorie
11
Allgemeines Gleichgewicht
10
Analysis
10
Credit risk
10
Currency option
10
General equilibrium
10
Hedging
10
Kreditrisiko
10
Mathematical analysis
10
Option trading
10
Optionsgeschäft
10
Deep learning
9
Equilibrium theory
9
Gleichgewichtstheorie
9
Monte-Carlo-Simulation
9
Devisenoption
8
Japan
8
Mathematical programming
8
more ...
less ...
Online availability
All
Free
1,391
Undetermined
44
Type of publication
All
Book / Working Paper
1,539
Article
99
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
971
Undetermined
576
Japanese
88
German
1
Russian
1
Slovenian
1
Author
All
Takahashi, Akihiko
404
Fujii, Masaaki
94
Okazaki, Tetsuji
89
Kubokawa, Tatsuya
87
McAleer, Michael
77
Matsushima, Hitoshi
63
Yamada, Toshihiro
56
Kunitomo, Naoto
54
Omori, Yasuhiro
51
Miwa, Yoshiro
50
Kobayashi, Takao
40
Shiraya, Kenichiro
40
Obinata, Takashi
36
Fukuda, Shin-ichi
35
Fujimoto, Takahiro
34
Takehara, Kohta
34
Saito, Taiga
31
Sato, Seisho
31
Khan, Haider A.
28
Ramseyer, J. Mark
28
Yamamoto, Kyo
28
Toda, Masashi
27
Sawada, Yasuyuki
26
Yamazaki, Akira
25
Nishimura, Kiyohiko G.
23
Ihori, Toshihiro
22
Ohashi, Hiroshi
21
Tabuchi, Takatoshi
21
Yanagawa, Noriyuki
18
Chang, Chia-Lin
17
Tsuzuki, Yukihiro
17
Takahashi, Soichiro
16
Takemura, Akimichi
16
Khan, Haider Ali
15
Okuno-Fujiwara, Masahiro
15
Ueda, Kazuo
15
Hayashi, Masayoshi
14
Kamiya, Kazuya
14
Kizaki, Keisuke
14
Srivastava, Muni S.
14
more ...
less ...
Institution
All
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1,309
Center for Advanced Research in Finance, Faculty of Economics
90
arXiv.org
11
East Asian Bureau of Economic Research (EABER)
1
International Workshop on Finance <2011, Kyōto>
1
International Workshop on Finance <2012, Tokio>
1
World Scientific Publishing Co. Pte. Ltd.
1
more ...
less ...
Published in...
All
CIRJE F-Series
1,017
CIRJE J-Series
292
CARF F-Series
84
CIRJE discussion papers / F series
24
CARF working paper
20
Asia-Pacific financial markets
15
Papers / arXiv.org
11
International journal of theoretical and applied finance
8
Asia-Pacific Financial Markets
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International journal of financial engineering
7
The journal of futures markets
7
CARF J-Series
6
CARF Working Paper Series
4
Journal of Futures Markets
4
Quantitative Finance
4
The journal of computational finance
3
Advances in mathematical economics
2
Global journal of business research : GJBR
2
International Review of Finance
2
International review of finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics of operations research
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The international journal of business and finance research : IJBFR
2
The journal of fixed income
2
The quarterly journal of finance
2
Annals of economics and finance
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Bulletin of Economic Research
1
Business Strategy and the Environment
1
CARF Working Paper CARF-F-473
1
CARF Working Paper Series CARF-F-149
1
Corporate Social Responsibility and Environmental Management
1
European journal of operational research : EJOR
1
Finance Working Papers
1
Finance and banking developments
1
Global Journal of Business Research
1
Insurance : mathematics and economics
1
more ...
less ...
Source
All
RePEc
1,441
ECONIS (ZBW)
181
OLC EcoSci
13
Other ZBW resources
3
Showing
1,481
-
1,490
of
1,638
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1481
Special issue on Nonlinear non-Gaussian models and related filtering methods - A Monte Carlo filtering approach for estimating the term structure of interest rates
Takahashi, Akihiko
;
Sato, Seisho
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10006564329
Saved in:
1482
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/10008161649
Saved in:
1483
CUTTING EDGE Derivatives pricing Choice of collateral currency Collateral agreements are becoming popular in the over-the-counter derivatives market. The authors demonstrate its si...
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Risk : managing risk in the world's financial markets
24
(
2011
)
1
,
pp. 120-126
Persistent link: https://www.econbiz.de/10008819780
Saved in:
1484
ARTICLES - The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Kunitomo, Naoto
;
Takahashi, Akihiko
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 117
Persistent link: https://www.econbiz.de/10008217200
Saved in:
1485
A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko
;
Yamazaki, Akira
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 397-413
Persistent link: https://www.econbiz.de/10008225612
Saved in:
1486
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/10010077879
Saved in:
1487
A new hedge fund replication method with the dynamic optimal portfolio
Takahashi, Akihiko
;
Yamamoto, Kyo
- In:
Global journal of business research : GJBR
4
(
2010
)
4
,
pp. 23-34
Persistent link: https://www.econbiz.de/10009897308
Saved in:
1488
Application of a high-order asymptotic expansion scheme to long-term currency options
Takehara, Kohta
;
Toda, Masashi
;
Takahashi, Akihiko
- In:
The international journal of business and finance …
5
(
2011
)
3
,
pp. 87-99
Persistent link: https://www.econbiz.de/10009897532
Saved in:
1489
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/10009902270
Saved in:
1490
NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME
TAKAHASHI, AKIHIKO
;
TODA, MASASHI
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155226
Saved in:
First
Prev
145
146
147
148
149
150
151
152
153
154
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->