Fujita, Takahiko; Miura, Ryozo Edokko options: a new framework of barrier options. (English) Zbl 1056.91030 Asia-Pac. Financ. Mark. 9, No. 2, 141-151 (2002). MSC: 91B28 PDFBibTeX XMLCite \textit{T. Fujita} and \textit{R. Miura}, Asia-Pac. Financ. Mark. 9, No. 2, 141--151 (2002; Zbl 1056.91030) Full Text: DOI
Konno, Hiroshi; Waki, Hayato; Yuuki, Atsushi Portfolio optimization under lower partial risk measures. (English) Zbl 1056.91032 Asia-Pac. Financ. Mark. 9, No. 2, 127-140 (2002). MSC: 91G10 91B30 91B82 PDFBibTeX XMLCite \textit{H. Konno} et al., Asia-Pac. Financ. Mark. 9, No. 2, 127--140 (2002; Zbl 1056.91032) Full Text: DOI
Nishikawa, Takeichiro Credit risk estimation for small businesses based on a statistical method. (English) Zbl 1056.91034 Asia-Pac. Financ. Mark. 9, No. 2, 101-126 (2002). MSC: 91G40 91G70 PDFBibTeX XMLCite \textit{T. Nishikawa}, Asia-Pac. Financ. Mark. 9, No. 2, 101--126 (2002; Zbl 1056.91034) Full Text: DOI
Delbaen, Freddy; Shirakawa, Hiroshi A note on option pricing for the constant elasticity of variance model. (English) Zbl 1072.91020 Asia-Pac. Financ. Mark. 9, No. 2, 85-99 (2002). Reviewer: Miguel Ángel Mirás Calvo (Vigo) MSC: 91G20 PDFBibTeX XMLCite \textit{F. Delbaen} and \textit{H. Shirakawa}, Asia-Pac. Financ. Mark. 9, No. 2, 85--99 (2002; Zbl 1072.91020) Full Text: DOI