竹原浩太 (Kohta Takehara) - マイポータル

基本情報

Time-delayed feedback control of diffusion in random walkers

Hiroyasu Ando, Kohta Takehara, Miki U. Kobayashi

PHYSICAL REVIEW E 96(1) 012148-012153 2017年7月査読有り
A general computation scheme for a high-order asymptotic expansion method

Akihiko Takahashi, Kohta Takehara, Masashi Toda

International Journal of Theoretical and Applied Finance 15(6) 903-927 2012年9月査読有り
A hybrid asymptotic expansion scheme: An application to long-term currency options

Akihiko Takahashi, Kohta Takehara

International Journal of Theoretical and Applied Finance 13(8) 1179-1221 2010年12月査読有り
New Unified Computation Algorithm in a High-Order Asymptotic Expansion Scheme

Kohta Takehara, Akihiko Takahashi, Masashi Toda

Recent Advances in Financial Engineering(the Proceedings of KIER-TMU International Workshop on Financial Engineering 2009) 231-251 2010年査読有り
Fourier transform method with an asymptotic expansion approach: An application to currency options

Akihiko Takahashi, Kohta Takehara

International Journal of Theoretical and Applied Finance 11(4) 381-401 2008年6月査読有り
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates

Akihiko Takahashi, Kohta Takehara

Asia-Pacific Financial Markets 14(1-2) 69-121 2007年3月査読有り