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Publications by Motokazu Ishizaka
On the Pricing of Defaultable Bonds Using the Framework of Barrier Options
Asia-Pacific Financial Markets
Finance
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Endogenous Liquidity and Defaultable Bonds
SSRN Electronic Journal
Pricing Multi-Asset Options With an External Barrier
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Econometrics
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A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds
East Asian Journal on Applied Mathematics
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Defaultable Bonds With an Infinite Number of Lévy Factors
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Pricing Options Using Trinomial Lattice Method
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Pricing Early-Exercise and Discrete Barrier Options by Shannon Wavelet Expansions
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Determinants of the Value of Call Options on Default-Free Bonds
The Journal of Business
On the Pricing of Step-Up Bonds in the European Telecom Sector
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A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
