Keiichi Tanaka
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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 |
|---|---|---|
| An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems JSIAM Letters | 2022-11-09 | Paper |
| Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods Computational Geosciences | 2018-10-05 | Paper |
| Asymptotic expansion formula of option price under multifactor Heston model Asia-Pacific Financial Markets | 2017-08-16 | Paper |
| Optimal timing for short covering of an illiquid security Journal of the Operations Research Society of Japan | 2015-12-11 | Paper |
| scientific article; zbMATH DE number 5866251 (Why is no real title available?) | 2011-03-15 | Paper |
| Applications of Gram-Charlier expansion and bond moments for pricing of interest rates and credit risk Quantitative Finance | 2010-08-05 | Paper |
| A latent process model for the pricing of corporate securities Mathematical Methods of Operations Research | 2009-07-06 | Paper |
Research outcomes over time
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