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CB: time dependent Markov model for pricing convertible bonds
Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001508546
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Testing the random walk hypothesis for Japanese stock prices in S. Taylor's model
Kariya, Takeaki; Tsukuda, Yoshihiko; Maru, Junko - 1990
Persistent link: https://www.econbiz.de/10000809499
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An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kenji - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10001204401
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Robustness of multivariate tests
Kariya, Takeaki - 1981
Persistent link: https://www.econbiz.de/10003596349
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An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji; Kariya, Takeaki - 1995
Persistent link: https://www.econbiz.de/10000555678