Hideharu Funahashi

Hideharu Funahashi

Kanagawa University - Yokohama / Japan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4595476
神奈川大学
person_outline Hideharu Funahashi's MOST POPULAR ARTICLES
1-) A chaos expansion approach for the pricing of contingent claimsH Funahashi, M KijimaJournal of Computational Finance 18 (3), 27-58, 2015262015
2-) Does the Hurst index matter for option prices under fractional volatility?H Funahashi, M KijimaAnnals of finance 13, 55-74, 2017252017
3-) An analytical approximation for single barrier options under stochastic volatility modelsH Funahashi, T HiguchiAnnals of Operations Research 266 (1), 129-157, 2018212018
4-) A chaos expansion approach under hybrid volatility modelsH FunahashiQuantitative Finance 14 (11), 1923-1936, 2014192014
5-) Artificial neural network for option pricing with and without asymptotic correctionH FunahashiQuantitative Finance 21 (4), 575-592, 2021162021