Katsushige Sawaki

According to our database, Katsushige Sawaki authored at least 8 papers between 2006 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2013

A continuous-time dynamic pricing model knowing the competitor's pricing strategy.

Kimitoshi Sato, Katsushige Sawaki

Eur. J. Oper. Res., 2013

A Discrete Time Valuation of Callable Financial Securities with Regime Switches.

Kimitoshi Sato, Katsushige Sawaki

Proceedings of the ICORES 2013, 2013

2012

Optimal Ordering Policies with Stochastic Demand and Price Processes.

Kimitoshi Sato, Katsushige Sawaki

Asia Pac. J. Oper. Res., 2012

2010

The pricing and optimal strategies of callable warrants.

Kyoko Yagi, Katsushige Sawaki

Eur. J. Oper. Res., 2010

The Valuation of Callable-Puttable Reverse Convertible bonds.

Kyoko Yagi, Katsushige Sawaki

Asia Pac. J. Oper. Res., 2010

The Valuation of Russian Options for Double Exponential Jump Diffusion Processes.

Atsuo Suzuki, Katsushige Sawaki

Asia Pac. J. Oper. Res., 2010

2009

Callable Russian Options and Their Optimal Boundaries.

Atsuo Suzuki, Katsushige Sawaki

Adv. Decis. Sci., 2009

2006

An OR/MS Approach to Managing Nanzan Gakuen (Nanzan Educational Complex): From the Strategic to the Daily Operational Level.

Atsuo Suzuki, Katsushige Sawaki, Toshiharu Hasegawa

Interfaces, 2006