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Publication Search Results
Exact matches for:
- Author = Takeuchi A
1.
Kawai R, Takeuchi A
Reiichiro Kawai and Atsushi Takeuchi:
Computation of Greeks for asset price dynamics driven by stable and tempered stable processes,
Quantitative Finance,
13
(2013),
no. 8,
1303–1316.
2.
Kawai R, Takeuchi A
Reiichiro Kawai and Atsushi Takeuchi:
Greeks formulas for an asset price model with gamma processes,
Mathematical Finance,
21
(2011),
no. 4,
723–742.
3.
Kawai R, Takeuchi A
Reiichiro Kawai and Atsushi Takeuchi:
Sensitivity analysis for averaged asset price dynamics with gamma processes,
Statistics and Probability Letters,
80
(2010),
no. 1,
42–49.
| Number of matches: 3 |