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On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models
Ji, Lanpeng, (2020)
An asymptotically optimal strategy for constrained multi-armed bandit problems
Chang, Hyeong Soo, (2020)
Partial stochastic dominance via optimal transport
Kamihigashi, Takashi, (2020)
Valuation of a credit swap of the basket type
Kijima, Masaaki, (2000)
Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki, (1998)
The generalized harmonic mean and a portfolio problem with dependent assets
Kijima, Masaaki, (1997)