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PRICING EQUITY SWAPS IN A STOC...
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Kijima, Masaaki
23
Nishide, Katsumasa
3
Inui, Koji
2
Muromachi, Yukio
2
Ohnishi, Masamitsu
2
Ohyama, Atsuyuki
2
Suzuki, Teruyoshi
2
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1
Iwaki, Hideki
1
Komoribayashi, Katsuya
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Maeda, Akira
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Insurance / Mathematics & economics
4
Journal of economic dynamics & control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematical methods of operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Computational and mathematical organization theory
1
Computers & industrial engineering : CAIE ; an internat. journal
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of the Operations Research Society of Japan : JORSJ
1
The Kyoto economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
52
RePEc
37
USB Cologne (EcoSocSci)
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An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 887-896
Persistent link: https://www.econbiz.de/10008057665
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2
An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 887-897
Persistent link: https://www.econbiz.de/10008893142
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3
On the significance of expected shortfall as a coherent risk measure
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 853-864
Persistent link: https://www.econbiz.de/10005879007
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4
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
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5
Computation of quasi-stationary distributions in Markovian queues
Kijima, Masaaki
;
Makimoto, Naoki
- In:
Computers & industrial engineering : CAIE ; an …
27
(
1994
)
1-4
,
pp. 429-432
Persistent link: https://www.econbiz.de/10005999878
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6
Competitive Price Equilibrium with Consumer Reservation Utility
Kijima, Masaaki
;
Nakagawa, Kei-Ichiro
;
Namatame, Takashi
- In:
Computational and mathematical organization theory
6
(
2000
)
1
,
pp. 27-28
Persistent link: https://www.econbiz.de/10006094425
Saved in:
7
An economic premium principle in a multiperiod economy
Iwaki, Hideki
;
Kijima, Masaaki
;
Morimoto, Yuji
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10006901486
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8
Stochastic orders and their applications in financial optimization
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 351
Persistent link: https://www.econbiz.de/10006626459
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9
A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423
Persistent link: https://www.econbiz.de/10006700422
Saved in:
10
A latent process model for the pricing of corporate securities
Kijima, Masaaki
;
Suzuki, Teruyoshi
;
Tanaka, Keiichi
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 439-456
Persistent link: https://www.econbiz.de/10008257946
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