{"id":"https://openalex.org/W2139245351","doi":"https://doi.org/10.2139/ssrn.1413924","title":"Computation in an Asymptotic Expansion Method","display_name":"Computation in an Asymptotic Expansion Method","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2139245351","doi":"https://doi.org/10.2139/ssrn.1413924","mag":"2139245351"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1413924","doi":"https://doi.org/10.2139/ssrn.1413924","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1413924","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1413924","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101861054","display_name":"Akihiko Takahashi","orcid":"https://orcid.org/0000-0001-5358-5311","observed_orcids":["https://orcid.org/0000-0001-5358-5311"]},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Akihiko Takahashi","raw_affiliation_strings":["University of Tokyo - Faculty of Economics, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan","University of Tokyo - Faculty of Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Tokyo - Faculty of Economics, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan","institution_ids":["https://openalex.org/I74801974"]},{"raw_affiliation_string":"University of Tokyo - Faculty of Economics","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063617768","display_name":"Kohta Takehara","orcid":"https://orcid.org/0000-0001-9597-8201","observed_orcids":["https://orcid.org/0000-0001-9597-8201"]},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kohta Takehara","raw_affiliation_strings":["University of Tokyo - Graduate School of Economics, Yayoi 1-1-1, Bunkyo-ku, Tokyo, Tokyo 113-8657, Japan","University of Tokyo - Graduate School of Economics"],"raw_orcid":"https://orcid.org/0000-0001-9597-8201","affiliations":[{"raw_affiliation_string":"University of Tokyo - Graduate School of Economics, Yayoi 1-1-1, Bunkyo-ku, Tokyo, Tokyo 113-8657, Japan","institution_ids":["https://openalex.org/I74801974"]},{"raw_affiliation_string":"University of Tokyo - Graduate School of Economics","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067985786","display_name":"Masashi Toda","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masashi Toda","raw_affiliation_strings":["University of Tokyo - Graduate School of Economics, Hongo 7-3-1, Bunkyo-ku, Tokyo, Tokyo 113-0033, Japan","University of Tokyo - Graduate School of Economics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Tokyo - Graduate School of Economics, Hongo 7-3-1, Bunkyo-ku, Tokyo, Tokyo 113-0033, Japan","institution_ids":["https://openalex.org/I74801974"]},{"raw_affiliation_string":"University of Tokyo - Graduate School of Economics","institution_ids":["https://openalex.org/I74801974"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101861054"],"corresponding_institution_ids":["https://openalex.org/I74801974"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":36,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"CIRJE-F-621","issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asymptotic-expansion","display_name":"asymptotic expansion","score":0.9169999957084656},{"id":"https://openalex.org/keywords/conditional-expectation","display_name":"conditional expectation","score":0.8650000095367432},{"id":"https://openalex.org/keywords/wiener-functionals","display_name":"Wiener functionals","score":0.9670000076293945},{"id":"https://openalex.org/keywords/diffusion","display_name":"diffusion","score":0.8330000042915344},{"id":"https://openalex.org/keywords/sabr-model","display_name":"SABR model","score":0.6830000281333923},{"id":"https://openalex.org/keywords/libor-market-model","display_name":"LIBOR market model","score":0.9259999990463257},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"stochastic volatility","score":0.878000020980835},{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.7369999885559082},{"id":"https://openalex.org/keywords/ordinary-differential-equations","display_name":"ordinary differential equations","score":0.8500000238418579},{"id":"https://openalex.org/keywords/high-order-expansion","display_name":"high-order expansion","score":0.45899999141693115},{"id":"https://openalex.org/keywords/approximate-analytical-solutions","display_name":"approximate analytical solutions","score":0.6060000061988831}],"concepts":[{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.6066142916679382},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4973631203174591},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3847793936729431},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.342207133769989},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.3352275788784027},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.325168251991272},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3179685175418854},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.14393073320388794},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0}],"mesh":[],"locations_count":9,"locations":[{"id":"doi:10.2139/ssrn.1413924","doi":"https://doi.org/10.2139/ssrn.1413924","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1413924","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:cfi:fseres:cf149","doi":null,"is_oa":true,"landing_page_url":"https://www.carf.e.u-tokyo.ac.jp/old/pdf/workingpaper/fseries/154.pdf","pdf_url":"https://www.carf.e.u-tokyo.ac.jp/old/pdf/workingpaper/fseries/154.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:tky:fseres:2009cf621","doi":null,"is_oa":false,"landing_page_url":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf621.pdf","pdf_url":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf621.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.612.5325","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.612.5325","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.carf.e.u-tokyo.ac.jp/pdf/workingpaper/fseries/154.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.915.8256","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.915.8256","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name%3DCEF2009%26paper_id%3D287","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.931.7838","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.931.7838","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf621.pdf","raw_type":"text"},{"id":"mag:3122325191","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/tky/fseres/2009cf621.html","pdf_url":null,"source":{"id":"https://openalex.org/S2764960706","display_name":"CARF F-Series","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"CARF F-Series","raw_type":null},{"id":"mag:3122668595","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:cfi:fseres:cf149","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:irdb.nii.ac.jp:00926:0004647507","doi":null,"is_oa":true,"landing_page_url":"https://repository.dl.itc.u-tokyo.ac.jp/records/43000","pdf_url":null,"source":{"id":"https://openalex.org/S7407056385","display_name":"Institutional Repositories DataBase (IRDB)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I184597095","host_organization_name":"National Institute of Informatics","host_organization_lineage":["https://openalex.org/I184597095"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Discussion paper series. CIRJE-F","raw_type":"technical report"}],"best_oa_location":{"id":"doi:10.2139/ssrn.1413924","doi":"https://doi.org/10.2139/ssrn.1413924","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1413924","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.5}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334764","display_name":"Japan Society for the Promotion of Science","ror":"https://ror.org/00hhkn466"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":70,"referenced_works":["https://openalex.org/W16829459","https://openalex.org/W105642227","https://openalex.org/W279529119","https://openalex.org/W1485516701","https://openalex.org/W1512331059","https://openalex.org/W1514815886","https://openalex.org/W1523145195","https://openalex.org/W1526721934","https://openalex.org/W1554577510","https://openalex.org/W1569744205","https://openalex.org/W1576967860","https://openalex.org/W1583938685","https://openalex.org/W1589936023","https://openalex.org/W1597517751","https://openalex.org/W1608217666","https://openalex.org/W1674151627","https://openalex.org/W1893365611","https://openalex.org/W1952629150","https://openalex.org/W1970983928","https://openalex.org/W1971211088","https://openalex.org/W1973867894","https://openalex.org/W1980610791","https://openalex.org/W1981187639","https://openalex.org/W1981797997","https://openalex.org/W1985377459","https://openalex.org/W1994932624","https://openalex.org/W2007222732","https://openalex.org/W2014032049","https://openalex.org/W2017032949","https://openalex.org/W2020505245","https://openalex.org/W2028757433","https://openalex.org/W2029197183","https://openalex.org/W2030868973","https://openalex.org/W2034268140","https://openalex.org/W2036077530","https://openalex.org/W2042775870","https://openalex.org/W2045475195","https://openalex.org/W2045855334","https://openalex.org/W2046564327","https://openalex.org/W2048627283","https://openalex.org/W2050251961","https://openalex.org/W2052470310","https://openalex.org/W2069995945","https://openalex.org/W2072403600","https://openalex.org/W2076738050","https://openalex.org/W2077879056","https://openalex.org/W2103594874","https://openalex.org/W2107053973","https://openalex.org/W2117382681","https://openalex.org/W2123505761","https://openalex.org/W2139621399","https://openalex.org/W2140460002","https://openalex.org/W2144513849","https://openalex.org/W2147275356","https://openalex.org/W2151065060","https://openalex.org/W2152535677","https://openalex.org/W2152634463","https://openalex.org/W2170444200","https://openalex.org/W2171056870","https://openalex.org/W2222440975","https://openalex.org/W2744058252","https://openalex.org/W2799083984","https://openalex.org/W2911730943","https://openalex.org/W3122292512","https://openalex.org/W3123144955","https://openalex.org/W3145733953","https://openalex.org/W3157217516","https://openalex.org/W4210342119","https://openalex.org/W4254939923","https://openalex.org/W4293510232"],"related_works":["https://openalex.org/W2155276947","https://openalex.org/W1543565968","https://openalex.org/W2009665598","https://openalex.org/W2012804516","https://openalex.org/W2046564327","https://openalex.org/W3123821732","https://openalex.org/W633267121","https://openalex.org/W2427600887","https://openalex.org/W2171056870","https://openalex.org/W7061379602"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-15T10:00:46.086208","created_date":"2016-06-24T00:00:00"}
