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Takehara, Kohta's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
522 |
Total
Citations
20 |
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1.
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Takahashi, Akihiko
University of Tokyo - Graduate School of Economics Takehara, Kohta
University of Tokyo - Graduate School of Economics Toda, Masashi
University of Tokyo - Graduate School of Economics
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08 Jun 09
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Last Revised:
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25 Aug 11
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347
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14
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asymptotic expansion, stochastic volatility, λ-SABR model, Libor market model, Malliavin calculus, cross currency model, foreign exchange rate option (Forex Option)
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2.
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Takahashi, Akihiko
University of Tokyo - Graduate School of Economics Takehara, Kohta
University of Tokyo - Graduate School of Economics
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88
(147,268)
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6
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Currency option, libor market model, stochastic volatility, asymptotic expansion, Monte Carlo simulation
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3.
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Takehara, Kohta
University of Tokyo - Graduate School of Economics Takahashi, Akihiko
University of Tokyo - Graduate School of Economics Toda, Masashi
University of Tokyo - Graduate School of Economics
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61
(182,228)
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Asymptotic Expansion, Malliavin Calculus, Approximation Formula, Stochastic Volatility, λ-SABR Model, Libor Market Model, Currency Options
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4.
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Takehara, Kohta
University of Tokyo - Graduate School of Economics Toda, Masashi
University of Tokyo - Graduate School of Economics Takahashi, Akihiko
University of Tokyo - Faculty of Economics
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26
(254,976)
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Asymptotic Expansion, Malliavin Calculus, Stochastic Volatility, Libor Market Model, Currency Options
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5.
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Takahashi, Akihiko
University of Tokyo - Graduate School of Economics Takehara, Kohta
University of Tokyo - Graduate School of Economics
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asymptotic expansion, currency options, libor market model, Malliavin calculus, stochastic volatility
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6.
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Takahashi, Akihiko
University of Tokyo - Graduate School of Economics Takehara, Kohta
University of Tokyo - Graduate School of Economics
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Currency option, libor market model, stochastic volatility, asymptotic expansion, Fourier transform
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Records 1 -
6
of 6 matches
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