//--> //--> //--> //-->
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
Recent advances in financial e...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
25
Theory
25
Option pricing theory
14
Optionspreistheorie
14
Portfolio selection
8
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Derivat
6
Derivative
6
Markov chain
6
Option trading
6
Optionsgeschäft
6
Portfolio-Management
6
Stochastic process
6
CAPM
4
Chaos theory
4
Chaostheorie
4
Financial Engineering
4
Markov-Kette
4
Börsenkurs
3
Credit risk
3
Credit spread
3
Kreditrisiko
3
Monte-Carlo-Simulation
3
Probability theory
3
Real options analysis
3
Realoptionsansatz
3
Regime switching
3
Risikoprämie
3
Risk premium
3
Share price
3
Structural model
3
Swap
3
Wahrscheinlichkeitsrechnung
3
Wiener-Ito chaos expansion
3
Asian basket option
2
Black-Scholes model
2
Black-Scholes-Modell
2
Black–Cox model
2
more ...
less ...
Online availability
All
Undetermined
28
Free
6
Type of publication
All
Article
90
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
66
English
49
Author
All
Kijima, Masaaki
108
Nishide, Katsumasa
13
Funahashi, Hideharu
11
Muromachi, Yukio
9
Inui, Koji
8
Ohyama, Atsuyuki
8
Ohnishi, Masamitsu
7
Tanaka, Keiichi
7
Suzuki, Teruyoshi
6
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
Hara, Chiaki
2
Iwaki, Hideki
2
KIJIMA, MASAAKI
2
Komoribayashi, Katsuya
2
Morimoto, Yuji
2
Morimura, Hidenori
2
Nagayama, Izumi
2
Suzuki, Yasusuke
2
Tamura, Akihisa
2
DUFFIE, Darrell
1
Egami, Masahiko
1
FUJII, Mariko
1
Goto, Makoto
1
Iwaki, H.
1
KARIYA, Takeaki
1
KIJIMA, Masaaki
1
KOBAYASHI, Takao
1
KOGURE, Atsuyuki
1
Kabanov, Jurij M.
1
Kabanov, Yuri
1
Kawata, Ryohei
1
Kitano, Atsushi
1
MERTON, Robert
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
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Quantitative Finance
5
Insurance / Mathematics & economics
4
Journal of Economic Dynamics and Control
4
Mathematical methods of operations research
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
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
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
Mathematical Methods of Operations Research
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
The Kyoto economic review
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
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 paper series. A
1
European journal of operational research : EJOR
1
Finance Working Papers
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 (IJTAF)
1
Journal of Banking & Finance
1
Journal of Financial and Quantitative Analysis
1
Journal of Futures Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
RePEc
37
OLC EcoSci
27
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
Showing
1
-
10
of
115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
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:
5
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:
6
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
Kijima, Masaaki
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003852536
Saved in:
7
Estimation of the local volatility of discount bonds using market quotes for coupon-bond options
Fujiwara, Hajime
;
Kijima, Masaaki
;
Nishide, Katsumasa
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 49-69)
.
2009
Persistent link: https://www.econbiz.de/10003871160
Saved in:
8
Real options in a duopoly market with general volatility structure
Kijima, Masaaki
;
Shibata, Takashi
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 71-89)
.
2009
Persistent link: https://www.econbiz.de/10003871162
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
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
Saved in:
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...
//-->