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Kijima, Masaaki
108
Nishide, Katsumasa
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12
Funahashi, Hideharu
11
Inui, Koji
8
Ohyama, Atsuyuki
8
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7
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5
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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ECONIS (ZBW)
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81
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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82
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:
83
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
Saved in:
84
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. 2245-2259
Persistent link: https://www.econbiz.de/10008705605
Saved in:
85
Equilibrium pricing of contingent claims in tradable permit markets
Kijima, Masaaki
;
Maeda, Akira
;
Nishide, Katsumasa
- In:
The journal of futures markets
30
(
2010
)
6
,
pp. 559-590
Persistent link: https://www.econbiz.de/10008400573
Saved in:
86
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. 1187-1202
Persistent link: https://www.econbiz.de/10008414671
Saved in:
87
Monotonicity and Convexity of Option Prices Revisited
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10008216129
Saved in:
88
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. 229-248
Persistent link: https://www.econbiz.de/10008219161
Saved in:
89
Portfolio Selection Problems via the Bivariate Characterization of Stochastic Dominance Relations
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-278
Persistent link: https://www.econbiz.de/10008220894
Saved in:
90
A Multivariate Extension of Equilibrum Pricing Transforms
Kijima, Masaaki
- In:
Astin bulletin : the journal of the International …
36
(
2006
)
1
,
pp. 269-284
Persistent link: https://www.econbiz.de/10008222554
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