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UT Repository >
Browsing by Author Takahashi, Akihiko
Showing results 1 to 20 of 62
| Issue Date | Title | Author(s) | | Oct-2007 | 3 ファクター・モデルによる長期商品先物・先渡し契約の評価とヘッジ | 白谷, 健一郎; 高橋, 明彦; 福西, 洋介; Shiraya, Kenichiro; Takahashi, Akihiko; Fukunishi, Yosuke |
| Mar-2008 | A Factor Allocation Approach to Optimal Bond Portfolio | Nakayama, Keita; Takahashi, Akihiko |
| May-2007 | A Factor Allocation Approach to Optimal Bond Portfolio | Nakayama, Keita; Takahashi, Akihiko |
| Feb-2011 | A General Computation Scheme for a High-Order Asymptotic Expansion Method | Takahashi, Akihiko; Takehara, Kohta; Toda, Masashi |
| Apr-2010 | A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options | Takahashi, Akihiko; Takehara, Kohta; 高橋, 明彦; 竹原, 浩太 |
| Apr-2005 | A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach | Matsuoka, Ryosuke; Takahashi, Akihiko |
| Sep-2005 | A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach | Matsuoka, Ryosuke; Takahashi, Akihiko; Uchida, Yoshihiko |
| Mar-2010 | A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio | Takahashi, Akihiko; Yamamoto, Kyo |
| Jan-2013 | A New Improvement Scheme for Approximation Methods of Probability Density Functions | Takahashi, Akihiko; Tsuzuki, Yukihiro |
| Jun-2008 | A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models | Takahashi, Akihiko; Yamazaki, Akira |
| Feb-2012 | A Remark on Approximation of the Solutions to Partial Differential Equations in Finance | Takahashi, Akihiko; Yamada, Toshihiro |
| Aug-2007 | An Asymptotic Expansion Approach in Finance | Takahashi, Akihiko |
| Feb-2007 | 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 |
| Oct-2012 | An Asymptotic Expansion for Forward-Backward SDEs : A Malliavin Calculus Approach | Takahashi, Akihiko; Yamada, Toshihiro |
| Feb-2012 | An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options | Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro |
| Jan-2013 | An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model | Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro |
| Nov-2003 | An Asymptotic Expansion Scheme for the Optimal Investment Problems | Takahashi, Akihiko; Yoshida, Nakahiro |
| Dec-2009 | An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options | Takahashi, Akihiko; Yamada, Toshihiro |
| Dec-2009 | An Asymptotic Expansion with Push-Down of Malliavin Weights | Takahashi, Akihiko; Yamada, Toshihiro |
| Nov-2011 | An Asymptotic Expansion with Push-Down of Malliavin Weights | Takahashi, Akihiko; Yamada, Toshihiro |
Showing results 1 to 20 of 62
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