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"On Recent Developments in Mathematical Finance" (in Japanese)


  • Naoto Kunitomo

    (Faculty of Economics, University of Tokyo)

  • Akoihiko Takahashi

    (Department of Mathematical Informatics, University of Tokyo)


We review some recent developments in mathematical finance and financial econometrics. In particular we discuss the asymptotic expansion approach recently proposed by Kunitomo and Takahashi (1995, 2001, 2002). Its mathematical validity is closely related to the Watanabe=Yoshida theory on Malliavin Calculus in Stochastic Analysis.

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  • Naoto Kunitomo & Akoihiko Takahashi, 2002. ""On Recent Developments in Mathematical Finance" (in Japanese)," CIRJE J-Series CIRJE-J-84, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:jseres:2002cj84

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