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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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Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
Kariya, Takeaki; Wang, Jingsui; Wang, Zhu; Doi, Eiichi; … - In: Asia-Pacific financial markets 19 (2012) 3, pp. 259-292
Persistent link: https://www.econbiz.de/10009660683
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Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki; Yamamura, Yoshiro; Tanokura, Yoko; … - In: Asia-Pacific financial markets 22 (2015) 4, pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
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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