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Kijima, Masaaki
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1

Discussion of "Virtual age, is it real?":

Kijima, Masaaki
Applied Stochastic Models in Business and Industry.  37 (2020)  1 - p. 17-20 , 2020
Link: https://doi.org/10.1002/..
 
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2

A unified approach for the pricing of options relating to a..:

Funahashi, Hideharu ; Kijima, Masaaki
Review of Derivatives Research.  20 (2017)  3 - p. 203-229 , 2017
Link: https://doi.org/10.1007/..
 
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3

A Solution to the Time-Scale Fractional Puzzle in the Impli..:

Funahashi, Hideharu ; Kijima, Masaaki
Fractal and Fractional.  1 (2017)  1 - p. 14 , 2017
Link: https://doi.org/10.3390/..
 
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4

Does the Hurst index matter for option prices under fractio..:

Funahashi, Hideharu ; Kijima, Masaaki
Annals of Finance.  13 (2016)  1 - p. 55-74 , 2016
Link: https://doi.org/10.1007/..
 
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5

An analytical approximation for pricing VWAP options:

Funahashi, Hideharu ; Kijima, Masaaki
Quantitative Finance.  17 (2016)  7 - p. 1119-1133 , 2016
Link: https://doi.org/10.1080/..
 
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6

Analytical pricing of single barrier options under local vo..:

Funahashi, Hideharu ; Kijima, Masaaki
Quantitative Finance.  16 (2015)  6 - p. 867-886 , 2015
Link: https://doi.org/10.1080/..
 
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7

An Extension of the Chaos Expansion Approximation for the P..:

Funahashi, Hideharu ; Kijima, Masaaki
Applied Mathematical Finance.  21 (2013)  2 - p. 109-139 , 2013
Link: https://doi.org/10.1080/..
 
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8

Investment and capital structure decisions of foreign subsi..:

Kijima, Masaaki ; Tian, Yuan
Decisions in Economics and Finance.  36 (2012)  2 - p. 169-197 , 2012
Link: https://doi.org/10.1007/..
 
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9

Recent advances in financial engineering: proceedings of th..:

Kijima, Masaaki , 2011
Link: https://search.ebscohost..
 
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10

EKC-type transitions and environmental policy under polluta..:

Kijima, Masaaki ; Nishide, Katsumasa ; Ohyama, Atsuyuki
Journal of Economic Dynamics and Control.  35 (2011)  5 - p. 746-763 , 2011
Link: https://doi.org/10.1016/..
 
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11

Economic models for the environmental Kuznets curve: A surv..:

Kijima, Masaaki ; Nishide, Katsumasa ; Ohyama, Atsuyuki
Journal of Economic Dynamics and Control.  34 (2010)  7 - p. 1187-1201 , 2010
Link: https://doi.org/10.1016/..
 
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12

Recent advances in financial engineering: proceedings of th..:

Kijima, Masaaki , 2010
Link: https://search.ebscohost..
 
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13

Pricing of CDOs based on the multivariate Wang transform:

Kijima, Masaaki ; Motomiya, Shin-ichi ; Suzuki, Yoichi
Journal of Economic Dynamics and Control.  34 (2010)  11 - p. 2245-2258 , 2010
Link: https://doi.org/10.1016/..
 
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14

A multi-quality model of interest rates:

Kijima, Masaaki ; Tanaka, Keiichi ; Wong, Tony
Quantitative Finance.  9 (2009)  2 - p. 133-145 , 2009
Link: https://doi.org/10.1080/..
 
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15

Recent advances in financial engineering: proceedings of th..:

Kijima, Masaaki , 2009
Link: https://search.ebscohost..
 
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