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

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: Hideharu Funahashi