Art
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
Author (2)：
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)
Terms in the title (2)：
Terms in the title
Keywords automatically extracted from the title.
価格設定

About 価格設定

, 
最適戦略

About 最適戦略


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