//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A latent process model for the...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
32
Theory
32
Option pricing theory
15
Optionspreistheorie
15
Derivat
9
Derivative
9
Portfolio selection
9
Stochastischer Prozess
8
Volatility
8
Volatilität
8
Portfolio-Management
7
Stochastic process
7
Markov chain
6
Option trading
6
Optionsgeschäft
6
CAPM
5
Risk premium
5
Chaos theory
4
Chaostheorie
4
Credit risk
4
Credit spread
4
Financial Engineering
4
Interest rate
4
Kreditrisiko
4
Markov-Kette
4
Real options analysis
4
Realoptionsansatz
4
Risikoprämie
4
Stochastic volatility
4
Yield curve
4
Zins
4
Zinsstruktur
4
Börsenkurs
3
Capital structure
3
Credit
3
Insolvency
3
Insolvenz
3
Kredit
3
Mathematical programming
3
Mathematische Optimierung
3
more ...
less ...
Online availability
All
Undetermined
31
Free
12
Type of publication
All
Article
100
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Aufsatz im Buch
5
Book section
5
Arbeitspapier
2
Collection of articles of several authors
2
Conference proceedings
2
Graue Literatur
2
Konferenzschrift
2
Non-commercial literature
2
Sammelwerk
2
Working Paper
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
70
English
61
Author
All
Kijima, Masaaki
108
Tanaka, Keiichi
17
Nishide, Katsumasa
14
Funahashi, Hideharu
11
Suzuki, Teruyoshi
10
Muromachi, Yukio
9
Inui, Koji
8
Ohyama, Atsuyuki
8
Ohnishi, Masamitsu
7
Fujiwara, Hajime
5
Kijima, M.
4
Maeda, Akira
4
Tian, Yuan
4
Motomiya, Shin-ichi
3
Shibata, Takashi
3
Suzuki, Yoichi
3
Wong, Tony
3
Yagi, Kyoko
3
Chung, Tsz-Kin
2
Goto, Makoto
2
Hara, Chiaki
2
Iwaki, Hideki
2
KIJIMA, MASAAKI
2
Komoribayashi, Katsuya
2
Morimoto, Yuji
2
Morimura, Hidenori
2
Nagashima, Kazuki
2
Nagayama, Izumi
2
Suzuki, Yasusuke
2
Tamura, Akihisa
2
Watanabe, Toshiaki
2
Yamada, Takeshi
2
Chen, Wenjun
1
DUFFIE, Darrell
1
Egami, Masahiko
1
FUJII, Mariko
1
Iwaki, H.
1
KARIYA, Takeaki
1
KIJIMA, Masaaki
1
KOBAYASHI, Takao
1
more ...
less ...
Institution
All
Institute of Economic Research, Kyoto University
3
Society for Computational Economics - SCE
2
East Asian Bureau of Economic Research (EABER)
1
Graduate School of Economics and Business Administration, Hokkaido University
1
Graduate School of Economics, Osaka University
1
International Workshop on Financial Engineering <2009, Tokio>
1
World Scientific Publishing Co. Pte. Ltd.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Quantitative Finance
6
Insurance / Mathematics & economics
4
Journal of Economic Dynamics and Control
4
The Kyoto economic review
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Insurance: Mathematics and Economics
3
KIER Working Papers
3
Mathematical Finance
3
Mathematical methods of operations research
3
Review of derivatives research
3
Annals of operations research
2
Computational Statistics
2
Computing in Economics and Finance 2004
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economics Bulletin
2
European Journal of Operational Research
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of the Operations Research Society of Japan : JORSJ
2
Mathematical Methods of Operations Research
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
The journal of futures markets
2
Annals of finance
1
Applied Mathematical Finance
1
Applied Stochastic Models in Business and Industry
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational and mathematical organization theory
1
Computers & industrial engineering : CAIE ; an internat. journal
1
Decisions in Economics and Finance
1
Discussion Papers in Economics and Business
1
Discussion paper series
1
Discussion paper series. A
1
Economics bulletin : EB
1
European journal of operational research : EJOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
RePEc
42
OLC EcoSci
29
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
Showing
21
-
30
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
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
Saved in:
22
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:
23
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:
24
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
Saved in:
25
On the risk evaluation method based on the market model
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 253-273)
.
2014
Persistent link: https://www.econbiz.de/10011286582
Saved in:
26
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
Saved in:
27
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
Saved in:
28
Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty
Kijima, Masaaki
;
Tian, Yuan
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10010195615
Saved in:
29
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
Saved in:
30
On the significance of expected shortfall as a coherent risk measure
Inui, Koji
;
Kijima, Masaaki
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 853-864
Persistent link: https://www.econbiz.de/10002600061
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->