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Remarks on positive interest rates
Tanaka, Keiichi - In: Ōsaka Daigaku keizaigaku 57 (2008) 4, pp. 189-195
Persistent link: https://www.econbiz.de/10003739688
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Optimal default and liquidation with tangible assets and debt renegotiation
Goto, Makoto; Suzuki, Teruyoshi - In: Review of financial economics : RFE 27 (2015), pp. 16-27
Persistent link: https://www.econbiz.de/10011498310
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Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki; Muromachi, Yukio - In: The journal of derivatives : the official publication … 8 (2001) 4, pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
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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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Estimation of the local volatility of discount bonds using market quotes for coupon-bond options
Fujiwara, Hajime; Kijima, Masaaki; Nishide, Katsumasa - In: Recent advances in financial engineering : proceedings …, (pp. 49-69). 2009
Persistent link: https://www.econbiz.de/10003871160