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Kijima, Masaaki
109
Nishide, Katsumasa
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Funahashi, Hideharu
11
Muromachi, Yukio
10
Inui, Koji
8
Ohyama, Atsuyuki
8
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7
Tanaka, Keiichi
7
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Kijima, M.
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Maeda, Akira
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Tian, Yuan
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Wong, Tony
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2
Iwaki, Hideki
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KIJIMA, MASAAKI
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2
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2
Nagayama, Izumi
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Suzuki, Yasusuke
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1
Egami, Masahiko
1
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1
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1
Iwaki, H.
1
KARIYA, Takeaki
1
KIJIMA, Masaaki
1
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1
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1
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1
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1
World Scientific Publishing Co. Pte. Ltd.
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Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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5
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4
Journal of Economic Dynamics and Control
4
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1
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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]
1
Innovations in risk management : seminal papers from the Journal of Risk
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of Banking & Finance
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ECONIS (ZBW)
49
RePEc
37
OLC EcoSci
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USB Cologne (EcoSocSci)
2
Other ZBW resources
1
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
Saved in:
8
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:
9
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:
10
A chaos expansion approach for the pricing of contingent claims
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10011298901
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