Feedback to SSRN

 
  • Selected
  • Entire List
 

Takahashi, Akihiko


 SSRN Author Rank: 1,208 by Downloads
 

University of Tokyo - Graduate School of Economics


 Tokyo
 Japan
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Takahashi, Akihiko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,771
Total
Citations
100
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
30 Jul 09
Last Revised:
29 Jan 10
5,082
(669)
17

2.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Dec 09
1,689
(4,601)
14

3.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
21 Feb 10
Last Revised:
23 Mar 10
1,243
(7,742)
7

4.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 May 10
1,144
(8,936)
3

5.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Dec 09
1,060
(10,088)
 

6.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Shimada, Yasufumi
Shinsei Bank, Ltd
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
25 Sep 10
586
(24,154)
5

7.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
28 Dec 10
Last Revised:
19 Dec 11
440
(35,433)
7

8.  
Computation in an Asymptotic Expansion Method | Show Abstract | Download |
CARF Working Paper Series CARF-F-149
Working Paper Series
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
Posted:
08 Jun 09
Last Revised:
25 Aug 11
393
(40,758)
14

9.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
19 May 10
217
(79,869)
8

10.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
18 Apr 10
Last Revised:
12 Jan 13
211
(82,253)
1

11.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
27 Oct 09
Last Revised:
23 Apr 12
202
(85,897)
3

12.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Toda, Masashi
University of Tokyo - Graduate School of Economics
Posted:
01 Aug 09
196
(88,563)
 

13.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Apr 11
157
(108,760)
 

14.  
Pricing Discrete Barrier Options under Stochastic Volatility | Show Abstract | Download |
CARF Working Paper Series No. CARF-F-210
Working Paper Series
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
05 Apr 10
Last Revised:
25 Aug 11
115
(140,552)
6

15.  
Hedging European Derivatives with the Polynomial Variance Swap Under Uncertain Volatility Environments | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 14, No. 4, 2011
Accepted Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
22 Oct 09
Last Revised:
20 Jul 11
100
(155,373)
 

16.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
10 Dec 11
95
(160,857)
1

17.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
23 Aug 11
Last Revised:
23 Dec 11
90
(166,911)
 

18.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
90
(166,911)
7

19.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
02 Jun 11
Last Revised:
23 Jan 12
71
(192,758)
6

20.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
22 Apr 12
69
(195,867)
4

21.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
13 Apr 12
Last Revised:
23 Apr 12
66
(200,573)
4

22.  
New Unifi ed Computational Algorithm in a High-Order Asymptotic Expansion Scheme | Show Abstract | Download |
Proceedings of 2009 KIER-TMU International Workshop on Financial Engineering, Forthcoming
Accepted Paper Series
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
Posted:
21 Mar 10
63
(205,557)
 

23.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Posted:
24 Jan 13
Last Revised:
11 Feb 14
60
(210,759)
 

24.  
An Asymptotic Expansion Approach in Finance | Show Abstract | Download |
CARF Working Paper Series No. CARF-F-102
Working Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
55
(219,913)
2

25.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Posted:
08 Apr 11
Last Revised:
23 Jan 13
46
(238,336)
 

26.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
05 Feb 12
Last Revised:
06 Feb 12
44
(242,669)
5

27.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
29 Dec 13
43
(244,919)
 

28.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Sato, Seisho
The Graduate University for Advanced Studies - The Institute of Statistical Mathematics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
26 Nov 12
43
(244,919)
 

29.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
16 Jun 13
Last Revised:
24 Nov 13
32
(272,473)
 

30.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
02 Sep 13
20
(314,742)
 

31.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
23 Nov 13
Last Revised:
12 Jan 14
17
(327,135)
 

32.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
02 Sep 13
6
(371,692)
 

33.  
A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models | Show Abstract |
Journal of Futures Markets, Vol. 29, No. 5, 2009
Accepted Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

34.  
Efficient Static Replication of European Options under Exponential Lévy Models | Show Abstract |
Journal of Futures Markets, Vol. 29, No. 1, 2009
Accepted Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamazaki, Akira
Hosei University - Graduate School of Business Administration
Posted:
23 Apr 11
 

35.  
Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment | Show Abstract |
International Journal of Theoretical and Applied Finance (IJTAF), Vol. 13, No. 2, pp. 335-354, 2010
Accepted Paper Series
Yamamoto, Kyo
GCI Asset Management, Inc.
Sato, Seisho
The Graduate University for Advanced Studies - The Institute of Statistical Mathematics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
08 Jun 10
Last Revised:
09 Jun 10
 

36.  
A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio | Show Abstract |
Global Journal of Business Research, Vol. 4, No. 4, pp. 23-34, 2010
Accepted Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
30 Mar 10
Last Revised:
11 Dec 10
 

37.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
24 Jun 09
 

38.  
Fourier Transform Method with an Asymptotic Expansion Approach: An Application to Currency Options | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol.11, No. 4, pp.381-401, December 2008
Working Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
23 Jun 09
 

39.  
Hedge Fund Replication | Show Abstract |
THE RECENT TREND OF HEDGE FUND STRATEGIES, Chapter 2, pp. 57-95
Accepted Paper Series
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
18 Jun 09
Last Revised:
07 Nov 10
 

40.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
Last Revised:
10 Apr 10
 

41.  
A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model | Show Abstract |
Asia-Pacific Financial Markets, Vol. 16, No. 4, pp. 333-345, 2009
Accepted Paper Series
Yamamoto, Kyo
GCI Asset Management, Inc.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
Last Revised:
10 Nov 09
 

42.  
Selection and Performance Analysis of Asia-Pacific Hedge Funds | Show Abstract |
Journal of Alternative Investments, Vol. 10, No. 3, 2007
Accepted Paper Series
Hakamada, Takeshi
GCI Asset Management, Inc.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
17 Jun 09
 

43.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
15 Jun 09
Last Revised:
20 Feb 13
 

44.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Jan 14
26
 


Records 1 - 44 of 44 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 0.578 seconds