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Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty
Kijima, Masaaki; Tian, Yuan - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 2, pp. 169-197
Persistent link: https://www.econbiz.de/10010195615
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An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu; Kijima, Masaaki - In: Applied mathematical finance 21 (2014) 1/2, pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki; Siu, Chi Chung - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
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Equilibrium pricing of contingent claims in tradable permit markets
Kijima, Masaaki; Maeda, Akira; Nishide, Katsusasa - In: The journal of futures markets 30 (2010) 6, pp. 559-589
Persistent link: https://www.econbiz.de/10003962648
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On the risk evaluation method based on the market model
Kijima, Masaaki; Muromachi, Yukio - In: Nonlinear economic dynamics and financial modelling : …, (pp. 253-273). 2014
Persistent link: https://www.econbiz.de/10011286582
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A consumption-investment problem with production possibilities
Kabanov, Jurij M.; Kijima, Masaaki - In: From stochastic calculus to mathematical finance : the …, (pp. 315-332). 2006
Persistent link: https://www.econbiz.de/10003287167
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Real options in an oligopoly market
Kijima, Masaaki; Shibata, Takashi - In: The Kyoto economic review 74 (2005) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10003379595
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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
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Real options in a duopoly market with general volatility structure
Kijima, Masaaki; Shibata, Takashi - In: Recent advances in financial engineering : proceedings …, (pp. 71-89). 2009
Persistent link: https://www.econbiz.de/10003871162
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A latent process model for the pricing of corporate securities
Kijima, Masaaki; Suzuki, Teruyoshi; Tanaka, Keiichi - In: Mathematical methods of operations research 69 (2009) 3, pp. 439-455
Persistent link: https://www.econbiz.de/10003858268