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Innovations in risk management : seminal papers from the Journal of Risk
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Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 229-247
Persistent link: https://www.econbiz.de/10001245921
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A Gaussian term structure model of credit spreads and valuation of credit spread options
Kijima, Masaaki
- In:
Kyoto University economic review : memoirs of the …
70
(
2001
)
1/2
,
pp. [13]-30
Persistent link: https://www.econbiz.de/10001681082
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3
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Innovations in risk management : seminal papers from …
,
(pp. 419-456)
.
2004
Persistent link: https://www.econbiz.de/10002600547
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