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Akihiko Takahashi

Identifiers

  • name variant Akihiko Takahashi 0.60 · backfill

Papers (18)

  1. Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs q-fin.CP · 2017 · author #2
  2. Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers q-fin.MF · 2017 · author #2
  3. Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions q-fin.CP · 2016 · author #2
  4. A weak approximation with asymptotic expansion and multidimensional Malliavin weights math.PR · 2016 · author #1
  5. Quadratic-exponential growth BSDEs with Jumps and their Malliavin's Differentiability q-fin.CP · 2015 · author #2
  6. Asymptotic Expansion for Forward-Backward SDEs with Jumps q-fin.CP · 2015 · author #2
  7. A General Framework for the Benchmark pricing in a Fully Collateralized Market q-fin.PR · 2015 · author #2
  8. Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows q-fin.CP · 2014 · author #2
  9. Making Mean-Variance Hedging Implementable in a Partially Observable Market q-fin.CP · 2013 · author #2
  10. An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model q-fin.CP · 2013 · author #2
  11. An FBSDE Approach to American Option Pricing with an Interacting Particle Method q-fin.CP · 2012 · author #3
  12. Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method q-fin.CP · 2012 · author #2
  13. A Semi-group Expansion for Pricing Barrier Options q-fin.CP · 2012 · author #2
  14. Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility q-fin.CP · 2012 · author #2
  15. Clean Valuation Framework for the USD Silo q-fin.PR · 2011 · author #2
  16. Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme q-fin.CP · 2011 · author #2
  17. Collateralized CDS and Default Dependence q-fin.PR · 2011 · author #2
  18. Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA q-fin.PR · 2011 · author #2

Mentions

  • 1510.03220 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1508.06339 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1401.2314 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1306.3359 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1302.3306 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1211.5867 #3 · backfill · confidence 0.70 Akihiko Takahashi
  • 1204.2638 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1202.3002 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1202.0608 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1112.1763 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1106.0123 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1104.1855 #2 · backfill · confidence 0.70 Akihiko Takahashi
  • 1101.5849 #2 · backfill · confidence 0.70 Akihiko Takahashi

Frequent Coauthors