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Comparative risk aversion unde...
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Osaki, Yusuke
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1
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Comparative risk aversion under background risk revisited
Ohnishi, Masamitsu
;
Osaki, Yusuke
- In:
Economics research international
(
2010
),
pp. 1-5
Persistent link: https://www.econbiz.de/10009507810
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2
Stochastic orders and their applications in financial optimization
Kijima, Masaaki
;
Ohnishi, Masamitsu
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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3
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:
4
Dynamic asset allocation under uncertainty
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
Ōsaka Daigaku keizaigaku
53
(
2003
)
3
,
pp. 234-246
Persistent link: https://www.econbiz.de/10001949693
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5
Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
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6
A modified arbitrage-free Nelson-Siegel model : an alternative affine term structure model of interest rates
Sim, Dara
;
Ohnishi, Masamitsu
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10010511549
Saved in:
7
Stock repurchase policy with transaction costs under jump risks
Goko, Hiromichi
;
Ohnishi, Masamitsu
;
Tsujimura, Motoh
- In:
Recent advances in stochastic operations research : …
,
(pp. 161-174)
.
2007
Persistent link: https://www.econbiz.de/10003851637
Saved in:
8
Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
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9
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
10
Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011398566
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