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Equilibrium pricing of contingent claims in tradable permit markets
Kijima, Masaaki; Maeda, Akira; Nishide, Katsusasa - In: The journal of futures markets 30 (2010) 6, pp. 559-589
Persistent link: https://www.econbiz.de/10003962648
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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
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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
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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
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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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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
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A Gaussian term structure model of credit spreads and valuation of credit spread options
Kijima, Masaaki - In: Kyoto University economic review : memoirs of the … 70 (2001) 1/2, pp. [13]-30
Persistent link: https://www.econbiz.de/10001681082
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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
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A unified approach for the pricing of options relating to averages
Funahashi, Hideharu; Kijima, Masaaki - In: Review of derivatives research 20 (2017) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10011935995
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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940