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~isPartOf:"International journal of theoretical and applied finance"
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PRICING EQUITY SWAPS IN A STOC...
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International journal of theoretical and applied finance
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki
;
Siu, Chi Chung
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
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Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
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