書誌情報	ファイル
Pricing Path-Dependent Options with Jump Risk via Laplace Transforms   Kou, Steven; Petrella, Giovanni; Wang, Hui (2005)   The Kyoto Economic Review, 74(1): 1-23
Credit Default Swap Valuation with Counterparty Risk   Leung, Seng Yuen; Kwok, Yue Kuen (2005)   The Kyoto Economic Review, 74(1): 25-45
Real Options in an Oligopoly Market   Kijima, Masaaki; Shibata, Takashi (2005)   The Kyoto Economic Review, 74(1): 47-64
Consistent Pricing and Hedging of an FX Options Book   Bisesti, Lorenzo; Castagna, Antonio; Mercurio, Fabio (2005)   The Kyoto Economic Review, 74(1): 65-83
Benchmarking and Fair Pricing Applied to Two Market Models   Hulley, Hardy; Miller, Shane; Platen, Eckhard (2005)   The Kyoto Economic Review, 74(1): 85-118
Inventory Effects of Two Risk-Averse Market Makers   Tanaka, Keiichi (2005)   The Kyoto Economic Review, 74(1): 119-142
Price Formation in a Competitive Market When the Payoff of an Asset Depends on the Market Price   Nishide, Katsumasa (2005)   The Kyoto Economic Review, 74(1): 143-161