Hideharu Funahashi

Available identifiers

zbMath Open funahashi.hideharuMaRDI QIDQ525207

List of research outcomes

Publication	Date of Publication	Type
SABR equipped with AI wings	2023-06-20	Paper
Artificial neural network for option pricing with and without asymptotic correction	2021-12-01	Paper
REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS	2021-08-24	Paper
Analytical pricing of single barrier options under local volatility models	2021-07-16	Paper
A unified approach for the pricing of options relating to averages	2018-11-30	Paper
An analytical approximation for pricing VWAP options	2018-11-19	Paper
An analytical approximation for single barrier options under stochastic volatility models	2018-11-12	Paper
An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options	2018-09-11	Paper
Does the Hurst index matter for option prices under fractional volatility?	2017-04-28	Paper
AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES	2015-07-23	Paper
A chaos expansion approach under hybrid volatility models	2015-04-23	Paper

Research outcomes over time

This page was built for person: Hideharu Funahashi