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Browsing by Author Takehara, Kohta
Showing results 1 to 7 of 7
| Issue Date | Title | Author(s) | | 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 |
| 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 |
| Jul-2010 | Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options | Takehara, Kohta; Toda, Masashi; Takahashi, Akihiko; 竹原, 浩太; 戸田, 真史; 高橋, 明彦 |
| Aug-2009 | Asymptotic Expansion Approaches in Finance: Applications to Currency Options | Takahashi, Akihiko; Takehara, Kohta |
| Jan-2008 | Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options | Takahashi, Akihiko; Takehara, Kohta |
| Mar-2010 | New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme | Takehara, Kohta; Takahashi, Akihiko; Toda, Masashi |
Showing results 1 to 7 of 7
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