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Masaaki Kijima

Tokyo Metropolitan University
University of Tsukuba
Kyoto University

168

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3969

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A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility

2017
- Hideharu Funahashi
- Masaaki Kijima
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A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility with Rough Market Price of Volatility Risk

2017 Social Science Research Network
- Hideharu Funahashi
- Masaaki Kijima
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An analytical approximation for pricing VWAP options

2017 Quantitative Finance
- Hideharu Funahashi
- Masaaki Kijima
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A unified approach for the pricing of options relating to averages

2017 Review of Derivatives Research
- Hideharu Funahashi
- Masaaki Kijima
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Does the Hurst Index Matter for Option Prices Under Fractional Volatility

2016
- Hideharu Funahashi
- Masaaki Kijima
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Useful Distributions in Finance

2016
- Masaaki Kijima
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A Discrete-Time Model for the Securities Market

2016
- Masaaki Kijima
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Monte Carlo Simulation

2016
- Masaaki Kijima
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Change of Measures and the Pricing of Insurance Products

2016
- Masaaki Kijima
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Elements in Probability

2016
- Masaaki Kijima
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