著者
Chiharu Nakashima Tadashi Akashi Yukiko Takahashi Toshihiro Yamada Mitsuteru Akiba Takao Kobayashi
出版者
The Mycological Society of Japan
雑誌
Mycoscience (ISSN:13403540)
巻号頁・発行日
vol.48, no.4, pp.250-254, 2007 (Released:2023-03-31)
被引用文献数
1

Scolecostigmina chibaensis on Pinus parviflora is described as a new species. Cercospora cryptomeriicola Sawada on Cryptomeria japonica is transferred to the genus Pseudocercospora, based on the morphological characteristics of the type specimen and newly collected specimens.
著者
Takashi Kato Akihiko Takahashi Toshihiro Yamada
出版者
一般社団法人 日本応用数理学会
雑誌
JSIAM Letters (ISSN:18830609)
巻号頁・発行日
vol.5, pp.17-20, 2013 (Released:2013-03-06)
参考文献数
3
被引用文献数
2 7

This paper derives a new semi closed-form approximation formula for pricing an up-and-out barrier option under a certain type of stochastic volatility model including SABR model by applying a rigorous asymptotic expansion method developed by Kato, Takahashi and Yamada (2012). We also demonstrate the validity of our approximation method through numerical examples.