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Kijima, Masaaki
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ECONIS (ZBW)
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81
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
82
A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
Saved in:
83
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
Saved in:
84
On the greedy algorithm for stochastic optimization problems
Kijima, Masaaki
- In:
Stochastic modelling in innovative manufacturing : …
,
(pp. 19-29)
.
1997
Persistent link: https://www.econbiz.de/10001319857
Saved in:
85
A Gaussian term structure model of credit spreads and valuation of credit spread options
Kijima, Masaaki
- In:
Kyoto University economic review : memoirs of the …
70
(
2001
)
1/2
,
pp. [13]-30
Persistent link: https://www.econbiz.de/10001681082
Saved in:
86
Periodical replacement problem without assuming minimal repair
Kijima, Masaaki
- In:
European journal of operational research : EJOR
2
(
1988
),
pp. 194-203
Persistent link: https://www.econbiz.de/10001065795
Saved in:
87
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
88
A unified approach for the pricing of options relating to averages
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10011935995
Saved in:
89
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
Saved in:
90
Study and application of theoretical prices
Tian, Yuan
(
contributor
)
- In:
Social sciences in China : a quarterly journal
8
(
1987
)
4
,
pp. 71-86
Persistent link: https://www.econbiz.de/10001056338
Saved in:
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