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On valuation with stochastic proportional Hazard model in finance
Yamazaki, Akira - In: International journal of theoretical and applied finance 16 (2013) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10009756036
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Equilibrium equity price with optimal dividend policy
Yamazaki, Akira - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 2, pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
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Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
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Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing
Yamazaki, Akira - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011523937