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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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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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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
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Valuation of game swaptions under the generalized Ho-Lee model
Ebina, Aki; Ochiai, Natsumi; Ohnishi, Masamitsu - In: Journal of mathematical finance 6 (2016) 5, pp. 1002-1016
Persistent link: https://www.econbiz.de/10011658160