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Kijima, Masaaki
108
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11
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9
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8
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ECONIS (ZBW)
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71
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/10005950128
Saved in:
72
Computation of quasi-stationary distributions in Markovian queues
Kijima, Masaaki
;
Makimoto, Naoki
- In:
Computers & industrial engineering : CAIE ; an …
27
(
1994
)
1-4
,
pp. 429-432
Persistent link: https://www.econbiz.de/10005999878
Saved in:
73
Competitive Price Equilibrium with Consumer Reservation Utility
Kijima, Masaaki
;
Nakagawa, Kei-Ichiro
;
Namatame, Takashi
- In:
Computational and mathematical organization theory
6
(
2000
)
1
,
pp. 27-28
Persistent link: https://www.econbiz.de/10006094425
Saved in:
74
An economic premium principle in a multiperiod economy
Iwaki, Hideki
;
Kijima, Masaaki
;
Morimoto, Yuji
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 325-340
Persistent link: https://www.econbiz.de/10006901486
Saved in:
75
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
Saved in:
76
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:
77
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:
78
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:
79
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:
80
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:
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