Zobrazeno 1 - 10
of 898
pro vyhledávání: '"TAKAHASHI, AKIHIKO"'
Autor:
Takahashi, Akihiko, Yamada, Toshihiro
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker condition on the
Externí odkaz:
http://arxiv.org/abs/2306.13405
Autor:
Yamada, Takeshi, Izumikawa, Takuya, Kawakami, Shiori, Taniguchi, Norimasa, Hata, Tetsuya, Nakajima, Shunsuke, Takahashi, Akihiko
Publikováno v:
In Cardiovascular Revascularization Medicine April 2024 61:64-67
Publikováno v:
In Automatica February 2024 160
Autor:
Fujii, Masaaki, Takahashi, Akihiko
In this article, we consider the problem of equilibrium price formation in an incomplete securities market consisting of one major financial firm and a large number of minor firms. They carry out continuous trading via the securities exchange to mini
Externí odkaz:
http://arxiv.org/abs/2102.10756
This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into two parts,
Externí odkaz:
http://arxiv.org/abs/2101.09890
Publikováno v:
In Insurance Mathematics and Economics January 2024 114:132-155
Publikováno v:
In Expert Systems With Applications January 2024 235