Katsushige Sawaki

Publication Activity (10 Years)

Years Active: 2006-2013
Publications (10 Years): 0

Top Topics

Convertible Bonds

Ordering Policy

Dynamic Pricing

Top Venues

Asia Pac. J. Oper. Res.

Eur. J. Oper. Res.

Publications

Kimitoshi Sato, Katsushige Sawaki
A continuous-time dynamic pricing model knowing the competitor's pricing strategy. Eur. J. Oper. Res. 229 (1) (2013)
Kimitoshi Sato, Katsushige Sawaki
A Discrete Time Valuation of Callable Financial Securities with Regime Switches. ICORES (2013)
Kimitoshi Sato, Katsushige Sawaki
Optimal Ordering Policies with Stochastic Demand and Price Processes. Asia Pac. J. Oper. Res. 29 (6) (2012)
Atsuo Suzuki, Katsushige Sawaki
The Valuation of Russian Options for Double Exponential Jump Diffusion Processes. Asia Pac. J. Oper. Res. 27 (2) (2010)
Kyoko Yagi, Katsushige Sawaki
The Valuation of Callable-Puttable Reverse Convertible bonds. Asia Pac. J. Oper. Res. 27 (2) (2010)
Kyoko Yagi, Katsushige Sawaki
The pricing and optimal strategies of callable warrants. Eur. J. Oper. Res. 206 (1) (2010)
Atsuo Suzuki, Katsushige Sawaki
Callable Russian Options and Their Optimal Boundaries. Adv. Decis. Sci. 2009 (2009)
Atsuo Suzuki, Katsushige Sawaki, Toshiharu Hasegawa
An OR/MS Approach to Managing Nanzan Gakuen (Nanzan Educational Complex): From the Strategic to the Daily Operational Level. Interfaces 36 (1) (2006)