Yukio Muromachi

2000

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Yukio Muromachi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Masaaki Kijima

Who trusts Yukio Muromachi overall

  1. Masaaki Kijima

Papers from Yukio Muromachi's perspective

Ordered by how strongly the researchers Yukio Muromachi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads (Journal of Financial and Quantitative Analysis)
  2. Valuation of a Credit Swap of the Basket Type
  3. A Simplex Method for Function Minimization
  4. Non Mean Reverting Affine Processes for Stochastic Mortality
  5. Pricing equity-indexed annuities with path-dependent options
  6. Decomposing Swap Spreads
  7. A Theory for the Term Structure of Interest Rates
  8. Smoothing and forecasting mortality rates
  9. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
  10. Optimization of conditional value-at risk

Their papers