Hideharu Funahashi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
SABR equipped with AI wings Quantitative Finance	2023-06-20	Paper
Artificial neural network for option pricing with and without asymptotic correction Quantitative Finance	2021-12-01	Paper
Replication scheme for the pricing of European options International Journal of Theoretical and Applied Finance	2021-08-24	Paper
Analytical pricing of single barrier options under local volatility models Quantitative Finance	2021-07-16	Paper
A unified approach for the pricing of options relating to averages Review of Derivatives Research	2018-11-30	Paper
An analytical approximation for pricing VWAP options Quantitative Finance	2018-11-19	Paper
An analytical approximation for single barrier options under stochastic volatility models Annals of Operations Research	2018-11-12	Paper
An extension of the chaos expansion approximation for the pricing of exotic basket options Applied Mathematical Finance	2018-09-11	Paper
Does the Hurst index matter for option prices under fractional volatility? Annals of Finance	2017-04-28	Paper
AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES International Journal of Theoretical and Applied Finance	2015-07-23	Paper
A chaos expansion approach under hybrid volatility models Quantitative Finance	2015-04-23	Paper

Research outcomes over time

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