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An Analytical Approximation fo...
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Kijima, Masaaki
109
Funahashi, Hideharu
23
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13
Muromachi, Yukio
10
Inui, Koji
8
Ohyama, Atsuyuki
8
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7
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7
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4
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KIJIMA, MASAAKI
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1
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1
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Journal of economic dynamics & control
8
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International journal of theoretical and applied finance
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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ECONIS (ZBW)
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91
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:
92
Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty
Kijima, Masaaki
;
Tian, Yuan
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 169-197
Persistent link: https://www.econbiz.de/10010183218
Saved in:
93
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:
94
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:
95
Monotonicity and Convexity of Option Prices Revisited
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10008216129
Saved in:
96
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. 229-248
Persistent link: https://www.econbiz.de/10008219161
Saved in:
97
Portfolio Selection Problems via the Bivariate Characterization of Stochastic Dominance Relations
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-278
Persistent link: https://www.econbiz.de/10008220894
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98
A Multivariate Extension of Equilibrum Pricing Transforms
Kijima, Masaaki
- In:
Astin bulletin : the journal of the International …
36
(
2006
)
1
,
pp. 269-284
Persistent link: https://www.econbiz.de/10008222554
Saved in:
99
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:
100
An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 887-896
Persistent link: https://www.econbiz.de/10008057665
Saved in:
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