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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki (contributor); Shoji, Isao (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387612
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Modeling the term structure of interest rates with general short-rate models
Takamizawa, Hideyuki; Shoji, Isao - In: Finance and stochastics 7 (2003) 3, pp. 323-335
Persistent link: https://www.econbiz.de/10001771705
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Approximation of non-linear term structure models
Takamizawa, Hideyuki; Shoji, Isao - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 44-51
Persistent link: https://www.econbiz.de/10001581197
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A simple measure for examining the proxy problem of the short-rate
Takamizawa, Hideyuki - In: Asia-Pacific financial markets 14 (2007) 4, pp. 341-361
Persistent link: https://www.econbiz.de/10003757809
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki - In: The review of financial studies 21 (2008) 1, pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
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A term structure model of interest rates with quadratic volatility
Takamizawa, Hideyuki - In: Quantitative finance 18 (2018) 7, pp. 1173-1198
Persistent link: https://www.econbiz.de/10011911531
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An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki - In: International review of financial analysis 84 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
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A model of the term structure of interest rates for an economically dependent country
Shoji, Isao - In: Financial engineering and the Japanese markets 1 (1994) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001187918
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Is nonlinear drift implied by the short-end of the term structure? : by Hideyuki Takamizawa
Takamizawa, Hideyuki (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397383