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~person:"Kijima, Masaaki"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
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risk-neutral valuation
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Kijima, Masaaki
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Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
2
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
3
Valuation of a credit swap of the basket type
Kijima, Masaaki
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
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