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A new scheme for static hedgin...
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Takahashi, Akihiko
404
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132
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89
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56
Shiraya, Kenichiro
44
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34
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31
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RePEc
254
ECONIS (ZBW)
248
OLC EcoSci
25
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21
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
22
On blocking coalitions : linking Mas-Colell with Grodal-Schmeidler-Vind
Greenberg, Joseph
;
Weber, Shlomo
;
Yamazaki, Akira
- In:
Journal of mathematical economics
43
(
2007
)
5
,
pp. 615-628
Persistent link: https://www.econbiz.de/10003487833
Saved in:
23
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
Saved in:
24
Study of the management for successful R&D projects supported by public funds
Yamazaki, Akira
;
Matsushima, Kazunari
;
Mizuno, Ken-Ichiro
-
2012
Persistent link: https://www.econbiz.de/10009578172
Saved in:
25
Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011523937
Saved in:
26
Pricing path-dependent options with discrete monitoring under time-changed Lévy processes
Umezawa, Yuji
;
Yamazaki, Akira
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10010505145
Saved in:
27
Study of the management of publicly supported R&D projects, considering the essential meanings of success factors
Yamazaki, Akira
;
Matsushima, Kazunari
;
Mizuno, Ken-ichiro
; …
- In:
Asian journal of management science and applications : AJMSA
1
(
2013/14
)
2
,
pp. 176-188
Persistent link: https://www.econbiz.de/10010484989
Saved in:
28
Monetary equilibrium with buying and selling price spread without transactions costs
Yamazaki, Akira
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002530540
Saved in:
29
On blocking coalitions : linking Mas-Colell with Grodal-Schmeidler-Vind
Greenberg, Joseph
(
contributor
);
Weber, Shlomo
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002530588
Saved in:
30
On blocking coalitions : linking Mas-Colell with Grodal-Schmeidler-Vind
Greenberg, Joseph
;
Weber, Shlomo
;
Yamazaki, Akira
-
2004
Persistent link: https://www.econbiz.de/10002390665
Saved in:
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