Jump to main content

yr 〜
yr

Search results 8

波及効果に関する経済学的分析―貿易・金利・インフレ予想―

波及効果に関する経済学的分析―貿易・金利・インフレ予想―
Digital博士論文障害者向け資料あり
菅沼,健司2021-03-25
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Heading.../Free boundary SABR model Inflation expectation curve

A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2012-02Discussion paper series. CIRJE-FCIRJE-F-842
Other Libraries in Japan
  • Subject Heading...cal volatility SABR model λ-SABR models Heston model

On Approximation of the Solutions to Partial Differential Equations in Finance

On Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2011-08Discussion paper series. CIRJE-FCIRJE-F-815
Other Libraries in Japan
  • Subject Heading...ck-out options SABR model λ-)SABR models Heston model Short time asym...

A New Improvement Scheme for Approximation Methods of Probability Density Functions

A New Improvement Scheme for Approximation Methods of Probability Density Functions
Paper文書・図像類
Takahashi, Akihiko, Tsuzuki, Yukihiro日本経済国際共同センター2014-02Discussion paper series. CIRJE-FCIRJE-F-917
Other Libraries in Japan
  • Subject Heading...Option pricing SABR model

A General Computation Scheme for a High-Order Asymptotic Expansion Method

A General Computation Scheme for a High-Order Asymptotic Expansion Method
Paper文書・図像類
Takahashi, Akihiko, Takehara, Kohta, Toda, Masashi日本経済国際共同センター2011-02Discussion paper series. CIRJE-FCIRJE-F-787
Other Libraries in Japan
  • Subject Heading...c Volatility λ-SABR Model Libor Market Model Currency O...

A New Improvement Scheme for Approximation Methods of Probability Density Functions

A New Improvement Scheme for Approximation Methods of Probability Density Functions
Paper文書・図像類
Takahashi, Akihiko, Tsuzuki, Yukihiro日本経済国際共同センター2013-01Discussion paper series. CIRJE-FCIRJE-F-874
Other Libraries in Japan
  • Subject Heading...Option pricing SABR model

Pricing Barrier and Average Options under Stochastic Volatility Environment

Pricing Barrier and Average Options under Stochastic Volatility Environment
Paper文書・図像類
Shiraya, Kenichiro, Takahashi, Akihiko, Toda, Masashi日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-745
Other Libraries in Japan
  • Subject Heading...ic expansion λ-SABR model SABR mode

New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme

New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme
Paper文書・図像類
Takehara, Kohta, Takahashi, Akihiko, Toda, Masashi日本経済国際共同センター2010-03Discussion paper series. CIRJE-FCIRJE-F-728
Other Libraries in Japan
  • Subject Heading...c Volatility λ-SABR Model Libor Market Model Currency O...

Reached to the end of result.

RSS