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A general control variate meth...
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Yamazaki, Akira
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Takahashi, Akihiko
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Green, Edward J.
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General equilibrium, growth, and trade : essays in honor of Lionel McKenzie
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1
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:
2
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:
3
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:
4
Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
Saved in:
5
Pricing average options under time-changed Lévy processes
Yamazaki, Akira
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 79-111
Persistent link: https://www.econbiz.de/10010519294
Saved in:
6
On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
Saved in:
7
On the perception and representation of economic quantity in the history of economic analysis in view of the Debreu conjecture
Yamazaki, Akira
- In:
Advances in mathematical economics
15
(
2011
),
pp. 89-122
Persistent link: https://www.econbiz.de/10009297143
Saved in:
8
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
9
Monetary equilibrium with buying and selling price spread without transactions costs
Yamazaki, Akira
- In:
Advances in mathematical economics
6
(
2004
),
pp. 167-183
Persistent link: https://www.econbiz.de/10002099861
Saved in:
10
Efficiency of stochastic transfers in a directed graph
Yamazaki, Akira
- In:
Advances in mathematical economics
2
(
2000
),
pp. 119-135
Persistent link: https://www.econbiz.de/10001745799
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