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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering

Kijima, Masaaki (contributor) - 2009

Persistent link: https://www.econbiz.de/10003852536

Pricing of CDOs based on the multivariate Wang transform

Kijima, Masaaki; Motomiya, Shin-ichi; Suzuki, Yoichi - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2259-2272

Persistent link: https://www.econbiz.de/10009008889

A chaos expansion approach for the pricing of contingent claims

Funahashi, Hideharu; Kijima, Masaaki - In: The journal of computational finance 18 (2014/15) 3, pp. 27-58

Persistent link: https://www.econbiz.de/10011298901

An extension of the chaos expansion approximation for the pricing of exotic basket options

Funahashi, Hideharu; Kijima, Masaaki - In: Applied mathematical finance 21 (2014) 1/2, pp. 109-139

Persistent link: https://www.econbiz.de/10010352010

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

Stochastic orders and their applications in financial optimization

Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372

Persistent link: https://www.econbiz.de/10001428857

Does the Hurst index matter for option prices under fractional volatility?

Funahashi, Hideharu; Kijima, Masaaki - In: Annals of finance 13 (2017) 1, pp. 55-74

Persistent link: https://www.econbiz.de/10011944961

Stochastic processes with applications to finance

Kijima, Masaaki - 2003

Persistent link: https://www.econbiz.de/10004446940

RECENT ADVANCES IN FINANCIAL ENGINEERING 2009:

Kijima, Masaaki (contributor); Hara, Chiaki (contributor); … - World Scientific Publishing Co. Pte. Ltd.

This book consists of 11 papers based on research presented at the KIER-TMU International Workshop on Financial Engineering, held in Tokyo in 2009. The Workshop, organised by Kyoto University's Institute of Economic Research (KIER) and Tokyo Metropolitan University (TMU), is the successor to the...

Persistent link: https://www.econbiz.de/10008691678

Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering

Kijima, Masaaki (contributor) - 2009

Persistent link: https://www.econbiz.de/10004949022