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J-GLOBAL ID：201002226027954880
Reference number：10A0376910 The pricing and optimal strategies of callable warrants
償還可能な新株引受権の価格設定と最適戦略
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YAGI Kyoko
About YAGI Kyoko
(Center for Advanced Res. in Finance, The Univ. of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, JPN)
, About Center for Advanced Res. in Finance, The Univ. of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, JPN
SAWAKI Katsushige
About SAWAKI Katsushige
(Graduate School of Business Administration, Nanzan Univ., 18 Yamazato-cho, Showa-ku, Nagoya, Aichi 466-8673, JPN)
About Graduate School of Business Administration, Nanzan Univ., 18 Yamazato-cho, Showa-ku, Nagoya, Aichi 466-8673, JPN
Material：
European Journal of Operational Research
(Eur J Oper Res)
About European Journal of Operational Research
Volume： 206 Issue： 1 Page： 123-130 Publication year： Oct. 01, 2010
JST Material Number： A0547A ISSN： 0377-2217 Document type： Article
Country of issue： Netherlands (NLD) Language： ENGLISH (EN)
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価格設定
, About 価格設定
最適戦略
About 最適戦略
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