Yukio Muromachi
Author
Alternate name Yukio Muromachi
Institution Tokyo Metropolitan University
Past institution Tokyo Metropolitan University
H-index: 5
I10-index: 4
Works count: 16
Citations count: 147
Untitled
2000 · Masaaki Kijima, Yukio Muromachi · Review of Derivatives Research
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
2000 · Masaaki Kijima, Yukio Muromachi · The Journal of Risk
Pricing Equity Swaps in a Stochastic Interest Rate Economy
2001 · Masaaki Kijima, Yukio Muromachi · The Journal of Derivatives