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A remark on a singular perturbation method for option pricing under a stochastic volatility model
Yamamoto, Kyo; Takahashi, Akihiko - In: Asia-Pacific financial markets 16 (2009) 4, pp. 333-345
Persistent link: https://www.econbiz.de/10003933757
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Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo; Sato, Seisho; Takahashi, Akihiko - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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Asymptotic expansion approaches in finance : applications to currency options
Takahashi, Akihiko; Takehara, Kohta - In: Finance and banking developments, (pp. 185-232). 2010
Persistent link: https://www.econbiz.de/10008860427
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A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko; Takehara, Kohta - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
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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/10008807875
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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/10008809193
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An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko; Takehara, Kohta - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
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Pricing average options on commodities
Shiraya, Kenichiro; Takahashi, Akihiko - In: The journal of futures markets 31 (2011) 5, pp. 407-439
Persistent link: https://www.econbiz.de/10009009225
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A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko; Yamada, Toshihiro - In: Recent advances in financial engineering 2011: …, (pp. 133-181). 2012
Persistent link: https://www.econbiz.de/10009573432
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Pricing barrier and average options in a stochastic volatility environment
Shiraya, Kenichiro; Takahashi, Akihiko; Toda, Masashi - In: The journal of computational finance 15 (2011/12) 2, pp. 111-148
Persistent link: https://www.econbiz.de/10009424800