Atsushi Takeuchi
Finance · 2010
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #4,638 of 10,518 by trust here, #9,371 by citations
Whom Atsushi Takeuchi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Atsushi Takeuchi overall
Papers from Atsushi Takeuchi's perspective
Ordered by how strongly the researchers Atsushi Takeuchi trusts endorse each paper. Same corpus, a different order for every researcher.
- Malliavin Monte Carlo Greeks for jump diffusions
- Integration by parts formula for locally smooth laws and applications to sensitivity computations
- Financial Modelling with Jump Processes
- A criterion of density for solutions of Poisson-driven SDEs
- Real options with constant relative risk aversion
- Optimal investment in incomplete markets when wealth may become negative
- Diffusions, Markov Processes and Martingales: References
- The Stochastic Programming Approach to Asset, Liability, and Wealth Management
- Wanting robustness in macroeconomics
- Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
Their papers
- Bismut–Elworthy–Li-Type Formulae for Stochastic Differential Equations with Jumps (2010) — 46 citations