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A model of the term structure of interest rates for an economically dependent country

Shoji, Isao - In: Financial engineering and the Japanese markets 1 (1994) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001187918

Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach

Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77

Persistent link: https://www.econbiz.de/10003810161

Optimal dividend distribution policy from the perspective of the impatient and loss-averse investor

Yang, Yang; Shoji, Isao; Kanehiro, Sumei - In: The journal of socio-economics 38 (2009) 3, pp. 534-540

Persistent link: https://www.econbiz.de/10003882457

Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach

Takamizawa, Hideyuki (contributor); Shoji, Isao (contributor) - 2006

Persistent link: https://www.econbiz.de/10003387612

Intertemporal dynamic choice under myopia for reward and different risk tolerances

Shoji, Isao; Kanehiro, Sumei - In: Economic theory : official journal of the Society for … 50 (2012) 1, pp. 85-98

Persistent link: https://www.econbiz.de/10009533470

Approximation of non-linear term structure models

Takamizawa, Hideyuki; Shoji, Isao - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 44-51

Persistent link: https://www.econbiz.de/10001581197

A statistical comparison of the short-term interest rate models of Japan, US and Germany

Shoji, Isao - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 263-275

Persistent link: https://www.econbiz.de/10001215386

Modeling the term structure of interest rates with general short-rate models

Takamizawa, Hideyuki; Shoji, Isao - In: Finance and stochastics 7 (2003) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10001771705

Disposition effect as a behavioral trading activity elicited by investors' different risk preferences

Shoji, Isao; Kanehiro, Sumei - In: International review of financial analysis 46 (2016), pp. 104-112

Persistent link: https://www.econbiz.de/10011580871

A note on asymptotic properties of the estimator derived from the Euler method for diffusion processes at discrete times

Shoji, Isao - In: Statistics & Probability Letters 36 (1997) 2, pp. 153-159

In this note we investigate asymptotic properties of an estimator, called the Euler estimator, which is obtained by maximizing the likelihood function of the process discretized by the Euler method. By linking the Euler estimator of the coefficients of the drift function of a stochastic...

Persistent link: https://www.econbiz.de/10005254473