Concepedia

Masashi Toda

MT

5

Publications

141

Citations

5

H-Index

2009

Active since

Affiliations

The University of Tokyo(Current)

Japan University of Economics

Masashi Toda is an author at The University of Tokyo specializing in multivariate stochastic volatility, numerical analysis, and asset pricing.

Top concepts

FinanceBusinessEngineeringAsset PricingNumerical AnalysisStochastic CalculusApproximation TheoryStochastic VolatilityMultivariate Stochastic VolatilityOption Pricing

Publications per year

2009–2012

5

Publications

5

A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD

Akihiko Takahashi, Kohta Takehara, Masashi Toda · International Journal of Theoretical and Applied Finance · 2012 · 36 citations

Numerical Analysis, Pade Approximant, High-order Expansions +25

Pricing barrier and average options in a stochastic volatility environment.

Kenichiro Shiraya, Akihiko Takahashi, Masashi Toda · The Journal of Computational Finance · 2011 · 33 citations

Numerical Analysis, Volatility Modeling, Engineering +16

Computation in an Asymptotic Expansion Method

Akihiko Takahashi, Kohta Takehara, Masashi Toda · SSRN Electronic Journal · 2009 · 30 citations · Full text

Computation in an Asymptotic Expansion Method

Akihiko Takahashi, Kohta Takehara, Masashi Toda · CARF F-Series · 2009 · 25 citations

Pricing Barrier and Average Options Under Stochastic Volatility Environment

Kenichiro Shiraya, Akihiko Takahashi, Masashi Toda · SSRN Electronic Journal · 2009 · 17 citations · Full text

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