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~subject:"Theorie"
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Kijima, Masaaki
28
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4
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2
Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Innovations in risk management : seminal papers from the Journal of Risk
1
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Monotonity and convexity of option prices revisited
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 411-425
Persistent link: https://www.econbiz.de/10001741952
Saved in:
2
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
Saved in:
3
Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 229-247
Persistent link: https://www.econbiz.de/10001245921
Saved in:
4
The generalized harmonic mean and a portfolio problem with dependent assets
Kijima, Masaaki
- In:
Theory and decision : an international journal for …
43
(
1997
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001226213
Saved in:
5
A consumption-investment problem with production possibilities
Kabanov, Jurij M.
;
Kijima, Masaaki
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 315-332)
.
2006
Persistent link: https://www.econbiz.de/10003287167
Saved in:
6
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
Saved in:
7
Real options in an oligopoly market
Kijima, Masaaki
;
Shibata, Takashi
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003379595
Saved in:
8
Economic models for the environmental Kuznets curve : a survey
Kijima, Masaaki
;
Nishide, Katsumasa
;
Ohyama, Atsuyuki
- In:
Journal of economic dynamics & control
34
(
2010
)
7
,
pp. 1187-1201
Persistent link: https://www.econbiz.de/10008659500
Saved in:
9
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
Saved in:
10
EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
Kijima, Masaaki
;
Nishide, Katsumasa
;
Ohyama, Atsuyuki
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 746-763
Persistent link: https://www.econbiz.de/10009240555
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