| Bitcoin technical trading with artificial neural network M Nakano, A Takahashi, S Takahashi Physica A: Statistical Mechanics and its Applications 510, 587-609, 2018 | 176 | 2018 |
| The asymptotic expansion approach to the valuation of interest rate contingent claims N Kunitomo, A Takahashi Mathematical Finance 11 (1), 117-151, 2001 | 176 | 2001 |
| An asymptotic expansion approach to pricing financial contingent claims A Takahashi Asia-Pacific Financial Markets 6, 115-151, 1999 | 149 | 1999 |
| Pricing convertible bonds with default risk: A Duffie-Singleton approach A Takahashi, T Kobayashi, N Nakagawa Journal of Fixed Income 11 (3), 20-29, 2001 | 140 | 2001 |
| On validity of the asymptotic expansion approach in contingent claim analysis N Kunitomo, A Takahashi The Annals of Applied Probability 13 (3), 914-952, 2003 | 118 | 2003 |
| A note on construction of multiple swap curves with and without collateral M Fujii, Y Shimada, A Takahashi CARF Working Paper Series No. CARF-F-154, 2010 | 110 | 2010 |
| Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs M Fujii, A Takahashi, M Takahashi Asia-Pacific Financial Markets 26, 391-408, 2019 | 100 | 2019 |
| A market model of interest rates with dynamic basis spreads in the presence of collateral and multiple currencies M Fujii, Y Shimada, A Takahashi Wilmott 2011 (54), 61-73, 2011 | 96 | 2011 |
| Generalized exponential moving average (EMA) model with particle filtering and anomaly detection M Nakano, A Takahashi, S Takahashi Expert Systems with Applications 73, 187-200, 2017 | 83 | 2017 |
| An asymptotic expansion scheme for optimal investment problems A Takahashi, N Yoshida Statistical Inference for Stochastic Processes 7, 153-188, 2004 | 78 | 2004 |
| An asymptotic expansion with push-down of Malliavin weights A Takahashi, T Yamada SIAM Journal on Financial Mathematics 3 (1), 95-136, 2012 | 77 | 2012 |
| Choice of collateral currency M Fujii, A Takahashi Risk Magazine 24 (1), 120-125, 2011 | 63 | 2011 |
| Pricing Average Options AT Naoto Kunitomo Japan financial review 14, 1-19, 1992 | 59 | 1992 |
| Monte Carlo simulation with asymptotic method A Takahashi, N Yoshida Journal of the Japan Statistical Society 35 (2), 171-203, 2005 | 52 | 2005 |
| Large deviations and asymptotic methods in finance PK Friz, J Gatheral, A Gulisashvili, A Jacquier, J Teichmann Springer, 2015 | 51 | 2015 |
| Derivative pricing under asymmetric and imperfect collateralization and CVA M Fujii, A Takahashi Quantitative Finance 13 (5), 749-768, 2013 | 51 | 2013 |
| Essays on the valuation problems of contingent claims A Takahashi University of California, Berkeley, 1995 | 49 | 1995 |
| A weak approximation with asymptotic expansion and multidimensional Malliavin weights A Takahashi, T Yamada | 47 | 2016 |
| Computation in an asymptotic expansion method A Takahashi, K Takehara, M Toda CARF Working Paper Series CARF-F-149, 2009 | 47 | 2009 |
| Analytical approximation for non-linear FBSDEs with perturbation scheme M Fujii, A Takahashi International Journal of Theoretical and Applied Finance 15 (05), 1250034, 2012 | 42 | 2012 |
Masaaki FujiiAssociate Professor, University of TokyoVerified email at e.u-tokyo.ac.jp
