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Monotonicity and Convexity of...
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Kijima, Masaaki
108
Nishide, Katsumasa
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Inui, Koji
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Journal of economic dynamics & control
8
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ECONIS (ZBW)
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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
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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
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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
Stochastic processes with applications to finance
Kijima, Masaaki
-
2003
Persistent link: https://www.econbiz.de/10004446940
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6
Discussion of “Virtual age, is it real?”
Kijima, Masaaki
- In:
Applied Stochastic Models in Business and Industry
37
(
2020
)
1
,
pp. 17-20
Persistent link: https://www.econbiz.de/10012406419
Saved in:
7
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:
8
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:
9
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:
10
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
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