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Takahashi, Akihiko


 SSRN Author Rank: 1,186 by Downloads
 

University of Tokyo - Graduate School of Economics


 Tokyo
 Japan
 email address

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. Takahashi, Akihiko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,519
Total
Citations
122
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
5,388
(644)
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
1,791
(4,416)
15

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
1,299
(7,646)
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
1,212
(8,598)
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
1,100
(10,083)
 

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
614
(24,046)
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
461
(35,237)
8

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
407
(41,315)
14

9.  
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
221
(82,629)
1

10.  
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
219
(83,354)
8

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
207
(88,695)
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
199
(92,265)
 

13.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Apr 11
160
(112,494)
 

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
117
(145,564)
6

15.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
10 Dec 11
103
(159,676)
1

16.  
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
101
(161,909)
 

17.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
23 Aug 11
Last Revised:
23 Dec 11
94
(169,998)
 

18.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
18 Jun 09
91
(173,760)
7

19.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
22 Apr 12
83
(184,104)
4

20.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
13 Apr 12
Last Revised:
01 Dec 14
76
(194,205)
5

21.  
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
74
(197,274)
7

22.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Tsuzuki, Yukihiro
University of Tokyo - Graduate School of Economics
Posted:
24 Jan 13
Last Revised:
24 Aug 14
68
(206,913)
 

23.  
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
64
(213,716)
 

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
56
(228,645)
2

25.  
Shiraya, Kenichiro
Mizuho-DL Financial Technology Co., Ltd.
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
29 Dec 13
51
(238,893)
 

26.  
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
47
(247,627)
2

27.  
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
47
(247,627)
5

28.  
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
47
(247,627)
 

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
33
(283,037)
1

30.  
Fujii, Masaaki
University of Tokyo - Faculty of Economics
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Posted:
12 Jan 14
Last Revised:
26 Jul 14
28
(298,961)
1

31.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
02 Sep 13
Last Revised:
08 Nov 14
28
(298,961)
1

32.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
23 Nov 13
Last Revised:
08 Nov 14
25
(309,961)
 

33.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamada, Toshihiro
University of Tokyo
Posted:
02 Sep 13
Last Revised:
08 Nov 14
8
(382,498)
2

34.  
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
 

35.  
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
 

36.  
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
 

37.  
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
 

38.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Takehara, Kohta
University of Tokyo - Graduate School of Economics
Posted:
24 Jun 09
 

39.  
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
 

40.  
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
 

41.  
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
 

42.  
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
 

43.  
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
 

44.  
Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
Yamamoto, Kyo
GCI Asset Management, Inc.
Posted:
15 Jun 09
Last Revised:
20 Feb 13
 


Records 1 - 44 of 44 matches
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