Similar Search Results

Indeterminacy of equilibrium price of money, market price of risk and interest rates

Tanaka, Keiichi (contributor) - In: Economics bulletin : EB (2003)

Persistent link: https://www.econbiz.de/10002489935

Inventory effects of two risk averse market makers

Tanaka, Keiichi - In: The Kyoto economic review 74 (2005) 1, pp. 119-142

Persistent link: https://www.econbiz.de/10003379600

Remarks on positive interest rates

Tanaka, Keiichi - In: Ōsaka Daigaku keizaigaku 57 (2008) 4, pp. 189-195

Persistent link: https://www.econbiz.de/10003739688

Asymptotic expansion formula of option price under multifactor Heston model

Nagashima, Kazuki; Chung, Tsz-Kin; Tanaka, Keiichi - In: Asia-Pacific financial markets 21 (2014) 4, pp. 351-396

Persistent link: https://www.econbiz.de/10010511560

A latent process model for the pricing of corporate securities

Kijima, Masaaki; Suzuki, Teruyoshi; Tanaka, Keiichi - In: Mathematical methods of operations research 69 (2009) 3, pp. 439-455

Persistent link: https://www.econbiz.de/10003858268

Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments

Tanaka, Keiichi; Yamada, Takeshi; Watanabe, Toshiaki - 2005

Persistent link: https://www.econbiz.de/10003213175

Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering

Hara, Chiaki - 2010

Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...

Persistent link: https://www.econbiz.de/10012689623

Ōsaka Daigaku keizaigaku

Ōsaka Daigaku; Ōsaka Daigaku / Daigakuin Keizaigaku … - Ōsaka : Ōsaka Daigaku; 大阪 : … - 1.1951 - 65.2015

Persistent link: https://www.econbiz.de/10000369594

Contemporary studies of history of political economy

2011

Persistent link: https://www.econbiz.de/10009385140

Ōsaka-Daigaku-keizaigaku

Ōsaka Daigaku; Ōsaka Daigaku / Daigakuin Keizaigaku … - Ōsaka : Ōsaka Daigaku - Dai 55 kan, dai 2 go (2005) [?]-

Persistent link: https://www.econbiz.de/10011476510