| Does the Hurst index matter for option prices under fractional volatility? H Funahashi, M Kijima Annals of finance 13, 55-74, 2017 | 25 | 2017 |
| A chaos expansion approach for the pricing of contingent claims H Funahashi, M Kijima Journal of Computational Finance 18 (3), 27-58, 2015 | 25 | 2015 |
| An analytical approximation for single barrier options under stochastic volatility models H Funahashi, T Higuchi Annals of Operations Research 266 (1), 129-157, 2018 | 23 | 2018 |
| A chaos expansion approach under hybrid volatility models H Funahashi Quantitative Finance 14 (11), 1923-1936, 2014 | 18 | 2014 |
| A solution to the time-scale fractional puzzle in the implied volatility H Funahashi, M Kijima Fractal and fractional 1 (1), 14, 2017 | 16 | 2017 |
| Artificial neural network for option pricing with and without asymptotic correction H Funahashi Quantitative Finance 21 (4), 575-592, 2021 | 14 | 2021 |
| An extension of the chaos expansion approximation for the pricing of exotic basket options H Funahashi, M Kijima Applied Mathematical Finance 21 (2), 109-139, 2014 | 11 | 2014 |
| Analytical pricing of single barrier options under local volatility models H Funahashi, M Kijima Quantitative Finance 16 (6), 867-886, 2016 | 7 | 2016 |
| A unified approach for the pricing of options related to averages H Funahashi, M Kijima preprint, 2014 | 6 | 2014 |
| A chaos expansion approach for the pricing of contingent claims H Funahashi, M Kijima Journal of Computational Finance 18 (3), 1-31, 2013 | 5 | 2013 |
| SABR equipped with AI wings H Funahashi Quantitative Finance 23 (2), 229-249, 2023 | 4 | 2023 |
| An Approximate Swaption Formula in Heath–Jarrow–Morton Models H Funahashi Journal of Derivatives 27 (4), 30-50, 2020 | 4 | 2020 |
| A unified approach for the pricing of options relating to averages H Funahashi, M Kijima Review of Derivatives Research 20, 203-229, 2017 | 4 | 2017 |
| An analytical approximation for European option prices under stochastic interest rates H Funahashi International Journal of Theoretical and Applied Finance 18 (04), 1550026, 2015 | 4 | 2015 |
| Replication scheme for the Pricing of European options H Funahashi International Journal of Theoretical and Applied Finance 24 (03), 2150014, 2021 | 3 | 2021 |
| An analytical approximation for pricing VWAP options H Funahashi, M Kijima Quantitative Finance 17 (7), 1119-1133, 2017 | 3 | 2017 |
| Pricing derivatives with fractional volatility H Funahashi International Journal of Financial Engineering 4 (01), 1750014, 2017 | 2 | 2017 |
| An Analytical Approximation for Pricing VWAP Options H Funahashi, M Kijima Applied Mathematical Finance 21 (2), 109-139, 2015 | 1 | 2015 |
| Deep learning for derivatives pricing: a comparative study of asymptotic and quasi-process corrections H Funahashi Annals of Operations Research, 1-45, 2024 | | 2024 |
| Evaluating Conditions and Terms of the AT&T and DirecTV Merger KC Chen, H Funahashi, N Warmerdam Growing Presence of Real Options in Global Financial Markets, 1-17, 2017 | | 2017 |
