An FBSDE Approach to American Option Pricing with an Interacting Particle Method Masaaki FujiiSeisho SatoAkihiko Takahashi OriginalPaper 01 November 2014 Pages: 239 - 260
An Empirical Study of Liquidity and Return Autocorrelations in the Chinese Stock Market Chen Yang OriginalPaper 20 February 2015 Pages: 261 - 282
Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method Masaaki FujiiAkihiko Takahashi OriginalPaper 04 February 2015 Pages: 283 - 304
Credit Derivative Evaluation and CVA Under the Benchmark Approach Jan BaldeauxEckhard Platen OriginalPaper 05 April 2015 Pages: 305 - 331
The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling Naoto KunitomoHiroumi MisakiSeisho Sato OriginalPaper 05 August 2015 Pages: 333 - 368