Concepedia
Statistics
Publications
65
Citations
2K
H-Index
25
Active since
1999
Affiliations
The University of Tokyo(Current)
Japan University of Economics
Taisei (Japan)
Hitotsubashi University
Mitsubishi Group (Japan)
Akihiko Takahashi is an author at The University of Tokyo specializing in financial economics, finance, and business.
Publications per year
1999–2022
An Asymptotic Expansion Approach to Pricing Financial Contingent Claims
Akihiko Takahashi · Asia-Pacific Financial Markets · 1999 · 143 citations
Business, Economics, Finance +11
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Naoto Kunitomo, Akihiko Takahashi · Mathematical Finance · 2001 · 139 citations
Business, Finance, Asset Pricing +16
On validity of the asymptotic expansion approach in contingent claim analysis
Naoto Kunitomo, Akihiko Takahashi · The Annals of Applied Probability · 2003 · 119 citations
Business, Economics, Finance +17
Pricing Convertible Bonds with Default Risk
Akihiko Takahashi, Takao Kobayashi, Naruhisa Nakagawa · The Journal of Fixed Income · 2001 · 90 citations
An Asymptotic Expansion with Push-Down of Malliavin Weights
Akihiko Takahashi, Toshihiro Yamada · SIAM Journal on Financial Mathematics · 2012 · 85 citations
Business, Economics, Finance +16
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