Jump to main content

yr 〜
yr

Search results 7

新しいリスクのデリバテイブと管理手法の開発-電力・天候・保険リスクを中心として

新しいリスクのデリバテイブと管理手法の開発-電力・天候・保険リスクを中心として
Paper図書
三浦, 良造, 一橋大学2001-2002<Y151-H13430024>
National Diet Library
  • Subject Heading天候デリバテイブ 保険 電力 α-percentile barrier option jump-diffusion process 非完備市場 ...

On Pricing Barrier Options with Discrete Monitoring

On Pricing Barrier Options with Discrete Monitoring
Paper文書・図像類
Shiraya, Kenichiro, Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2010-03Discussion paper series. CIRJE-FCIRJE-F-725
Other Libraries in Japan
  • Subject Headingdiscrete barrier option barrier option knock-out option double barrier option stochastic volatility asympto...

An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options

An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2009-12Discussion paper series. CIRJE-FCIRJE-F-696
Other Libraries in Japan
  • Subject Headingdiscrete barrier option barrier option knock-out option Malliavin ca...

An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model

An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model
Paper文書・図像類
Kato, Takashi, Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2013-01Discussion paper series. CIRJE-FCIRJE-F-873
Other Libraries in Japan
  • Subject HeadingBarrier Option Up-and-Out Call Option Asympt...

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 Headingbarrier option average option knock-out opti...

Robust static super-replication of barrier options

Robust static super-replication of barrier options
Paper図書
Jan H. MaruhnWalter de Gruyterc2009
Other Libraries in Japan
  • Subject Heading...matical models Barrier options -- Volatilität -- Hedging --...
  • Subject Heading (ID)...matical models Barrier options -- Volatilität -- Hedging --...

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 HeadingBarrier Options Knock-out options SABR model...

Reached to the end of result.

RSS