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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
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Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki; Muromachi, Yukio - In: Review of derivatives research 4 (2000) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
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A unified approach for the pricing of options relating to averages
Funahashi, Hideharu; Kijima, Masaaki - In: Review of derivatives research 20 (2017) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10011935995