Takehara Kohta

タケハラコウタ | Takehara Kohta

Affiliation and department：
Job title：准教授
Homepage URL (1)： https://kaken.nii.ac.jp/d/r/70611747.ja.html

Research field (5)： Applied mathematics and statistics , Basic mathematics , Money and finance , Money and finance , Money and finance

Research keywords (11)： Backward SDE , Stochastic Delayed-Differential Equations , Option Pricing , Mathematical Finance , Financial Engineering , アメリカン型オプション , 数値解法の高速化 , Asymptotic Expansion Technique , 解析近似解 , マルコフ解析 , 最適化アルゴリズム

Research theme for competitive and other funds (7)：

2020 - 2023 Application of Asymptotic Expansion Methods to comparison among SABR-type models
2018 - 2023 Controlling diffusion processes in stochastic systems through the time-delayed feedback method
2015 - 2018 Researches on Asymptotic Expansion Approaches around Non-Gaussian Distributions
2013 - 2017 Theory and Experimental Study of Selecting, Consolidating, and Overhauling Aged Urban Infrastructures
2013 - 2016 Comparative analysis of how e-WoM (e-Word-of Mouth) may affect performances of products and services on the Internet:U.S.A vs. Japan

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Papers (7)：

Hiroyasu Ando, Kohta Takehara, Miki U. Kobayashi. Time-delayed feedback control of diffusion in random walkers. PHYSICAL REVIEW E. 2017. 96. 1. 012148-012153
Akihiko Takahashi, Kohta Takehara, Masashi Toda. A general computation scheme for a high-order asymptotic expansion method. International Journal of Theoretical and Applied Finance. 2012. 15. 6. 903-927
Akihiko Takahashi, Kohta Takehara. Asymptotic expansion approaches in finance: Applications to currency options. Finance and Banking Developments. 2011. 185-232
Akihiko Takahashi, Kohta Takehara. A hybrid asymptotic expansion scheme: An application to long-term currency options. International Journal of Theoretical and Applied Finance. 2010. 13. 8. 1179-1221
Kohta Takehara, Akihiko Takahashi, Masashi Toda. New Unified Computation Algorithm in a High-Order Asymptotic Expansion Scheme. Recent Advances in Financial Engineering(the Proceedings of KIER-TMU International Workshop on Financial Engineering 2009). 2010. 231-251

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Education (3)：

2008 - 2011 The University of Tokyo Graduate School of Economics(Ph.D.) Financial Systems
2006 - 2008 The University of Tokyo Graduate School of Economics(Master) Financial Systems
2004 - 2006 The University of Tokyo Faculty of Economics Management

Professional career (1)：

Ph.D. in Economics (The University of Tokyo)

Work history (2)：

2016/04 - 現在 Tokyo Metropolitan University Graduate School of Management Associate Professor
2011/04 - 2016/03 University of Tsukuba Graduate School of Systems and Information Engineering Assistant Professor

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