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PRICING EQUITY SWAPS IN A STOC...
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26
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Kijima, Masaaki
26
Nishide, Katsumasa
4
Ohyama, Atsuyuki
4
Muromachi, Yukio
3
Ohnishi, Masamitsu
2
Funahashi, Hideharu
1
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International Workshop on Financial Engineering <2009, Tokio>
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Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
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
International journal of theoretical and applied finance
1
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1
Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
1
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1
Stochastic modelling in innovative manufacturing : proceedings, Cambridge, UK, July 21 - 22, 1995
1
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1
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World Scientific Series On Nonlinear Science Series A
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ECONIS (ZBW)
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Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Innovations in risk management : seminal papers from …
,
(pp. 419-456)
.
2004
Persistent link: https://www.econbiz.de/10002600547
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2
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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3
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
4
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:
5
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:
6
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
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7
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:
8
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:
9
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:
10
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
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