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Search: "Ohashi, Kazuhiko"
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Ōhashi, Kazuhiko
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Kanamura, Takashi
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Nakajima, Katsushi
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Muralidhar, Arun S.
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Shin, Sunghwan
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ECONIS (ZBW)
11
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1
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
2
The relative asset pricing model : implications for asset allocation, rebalancing and asset pricing
Muralidhar, Arun S.
;
Ōhashi, Kazuhiko
;
Shin, Sunghwan
- In:
The Journal of financial perspectives
3
(
2015
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10011372859
Saved in:
3
Emission allowance as a derivative on commodity-spread
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10009750722
Saved in:
4
A cointegrated commodity pricing model
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 995-1033
Persistent link: https://www.econbiz.de/10009697818
Saved in:
5
Pricing summer day options by good-deal bounds
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
31
(
2009
)
2
,
pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
Saved in:
6
On transition probabilities of regime switching in electricity prices
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
30
(
2008
)
3
,
pp. 1158-1172
Persistent link: https://www.econbiz.de/10003744850
Saved in:
7
A structural model for electricity prices with spikes : measurement of spike risk and optimal policies for hydropower plant operation
Kanamura, Takashi
;
Ōhashi, Kazuhiko
- In:
Energy economics
29
(
2007
)
5
,
pp. 1010-1032
Persistent link: https://www.econbiz.de/10003603299
Saved in:
8
Security innovation on several assets under asymmetric information
Ōhashi, Kazuhiko
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10001470150
Saved in:
9
Optimal futures innovation in a dynamic economy : the discrete-time case
Ōhashi, Kazuhiko
- In:
Journal of economic theory
74
(
1997
)
2
,
pp. 448-465
Persistent link: https://www.econbiz.de/10001219701
Saved in:
10
Endogenous determination of the degree of market-incompleteness in futures innovation
Ōhashi, Kazuhiko
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 198-217
Persistent link: https://www.econbiz.de/10001178557
Saved in:
11
A note on the terminal date security prices in a continuous time trading model with dividends
Ōhashi, Kazuhiko
- In:
Journal of mathematical economics
20
(
1991
)
2
,
pp. 219-223
Persistent link: https://www.econbiz.de/10001106912
Saved in:
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