The following pages link to Masaaki Kijima (Q375317):
Displaying 50 items.
- Credit events and the valuation of credit derivatives of basket type (Q375319) (← links)
- Valuation of a credit swap of the basket type (Q375320) (← links)
- Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty (Q377790) (← links)
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility (Q633330) (← links)
- Decomposition of the M/M/1 transition function (Q808110) (← links)
- On the largest negative eigenvalue of the infinitesimal generator associated with M/M/n/n queues (Q908602) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- Economic models for the environmental Kuznets curve: a survey (Q975886) (← links)
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Periodical replacement problem without assuming minimal repair (Q1108184) (← links)
- Replacement policies of a shock model with imperfect preventive maintenance (Q1197965) (← links)
- Computation of the quasi-stationary distributions in \(M(n)/GI/1/K\) and \(GI/M(n)/1/K\) queues (Q1201827) (← links)
- The transient solution to a class of Markovian queues (Q1206092) (← links)
- Approximate valuation of average options (Q1313150) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- A \((T,S)\) inventory/production system with limited production capacity and uncertain demands (Q1807929) (← links)
- Stochastic orders and their applications in financial optimization (Q1809503) (← links)
- On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- Bounds for the quasi-stationary distribution of some specialized Markov chains (Q1905865) (← links)
- Weighted sums of orthogonal polynomials with positive zeros (Q1917941) (← links)
- VaR is subject to a significant positive bias (Q2483870) (← links)
- (Q2734972) (← links)
- (Q3084269) (← links)
- (Q3084334) (← links)
- THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART I:THEORY (Q3203766) (← links)
- REPLACEMENT POLICIES IN THE CASE THAT FAILURE DISTRIBUTIONS DEPEND ON THE NUMBER OF FAILURES (Q3329193) (← links)
- A Note on External Uniformization for Finite Markov Chains in Continuous Time (Q3416037) (← links)
- (Q3471290) (← links)
- THE LAGUERRE TRANSFORM OF PRODUCT OF FUNCTIONS (Q3471615) (← links)
- Replacement policies for a cumulative damage model with minimal repair at failure (Q3471836) (← links)
- ON THE UNIMODALITY OF TRANSITION PROBABILITIES IN MARKOV CHAINS (Q3479328) (← links)
- ON TRANSITION PROBABILITIES OF SKIP-FREE MARKOV CHAINS (Q3479332) (← links)
- On interchangeability for exponential single-server queues in tandem (Q3486626) (← links)
- A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks (Q3632871) (← links)
- (Q3656124) (← links)
- (Q3656125) (← links)
- The bivariate Laguerre transform and its applications: numerical exploration of bivariate processes (Q3696207) (← links)
- A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments (Q3716005) (← links)
- Evaluation of minimum and maximum of a correlated pair of random variables via the bivariate laguerre transform (Q3736666) (← links)
- Spectral structure of the first-passage-time densities for classes of Markov chains (Q3771365) (← links)
- Some Results for Uniformizable Semi-Markov Processes (Q3773020) (← links)
- Further properties of extremal sequences in queues (Q3790435) (← links)
- On passage and conditional passage times for Markov chains in continuous time (Q3793462) (← links)
