Fujita, Takahiko; Ishii, Masahiro Valuation of a repriceable executive stock option. (English) Zbl 1201.91194 Asia-Pac. Financ. Mark. 17, No. 1, 1-18 (2010). MSC: 91G20 60H30 PDFBibTeX XMLCite \textit{T. Fujita} and \textit{M. Ishii}, Asia-Pac. Financ. Mark. 17, No. 1, 1--18 (2010; Zbl 1201.91194) Full Text: DOI
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
Fujita, Takahiko Pricing derivatives in zone model. (English) Zbl 1059.91039 Asia-Pac. Financ. Mark. 9, No. 3-4, 211-215 (2002). MSC: 91B28 PDFBibTeX XMLCite \textit{T. Fujita}, Asia-Pac. Financ. Mark. 9, No. 3--4, 211--215 (2002; Zbl 1059.91039) Full Text: DOI
Fujita, Takahiko A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing. (English) Zbl 1153.91758 Asia-Pac. Financ. Mark. 7, No. 4, 339-344 (2000). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{T. Fujita}, Asia-Pac. Financ. Mark. 7, No. 4, 339--344 (2000; Zbl 1153.91758) Full Text: DOI