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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
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3
A MARKOV CHAIN MODEL FOR VALUING CREDIT RISK DERIVATIVES
Kijima, Masaaki
;
Komoribayashi, Katsuya
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97
Persistent link: https://www.econbiz.de/10007351478
Saved in:
4
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/10005950128
Saved in:
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