Keiichi Tanaka

Available identifiers

zbMath Open tanaka.keiichiMaRDI QIDQ1028532

List of research outcomes

Publication	Date of Publication	Type
An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems	2022-11-09	Paper
Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods	2018-10-05	Paper
Asymptotic expansion formula of option price under multifactor Heston model	2017-08-16	Paper
OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY	2015-12-11	Paper
https://portal.mardi4nfdi.de/entity/Q3084269	2011-03-15	Paper
Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk	2010-08-05	Paper
A latent process model for the pricing of corporate securities	2009-07-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Keiichi Tanaka