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Katsushige Sawaki

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Journal Articles

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2013
[j7]
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  - journals/eor/SatoS13
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  - https://dblp.org/rec/journals/eor/SatoS13
Kimitoshi Sato, Katsushige Sawaki:
A continuous-time dynamic pricing model knowing the competitor's pricing strategy. Eur. J. Oper. Res. 229(1): 223-229 (2013)
2012
[j6]
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  - journals/apjor/SatoS12
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Kimitoshi Sato, Katsushige Sawaki:
Optimal Ordering Policies with Stochastic Demand and Price Processes. Asia Pac. J. Oper. Res. 29(6) (2012)
2010
[j5]
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  - journals/apjor/YagiS10
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Kyoko Yagi, Katsushige Sawaki:
The Valuation of Callable-Puttable Reverse Convertible bonds. Asia Pac. J. Oper. Res. 27(2): 189-209 (2010)
[j4]
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  - journals/apjor/SuzukiS10
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Atsuo Suzuki, Katsushige Sawaki:
The Valuation of Russian Options for Double Exponential Jump Diffusion Processes. Asia Pac. J. Oper. Res. 27(2): 227-242 (2010)
[j3]
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Kyoko Yagi, Katsushige Sawaki:
The pricing and optimal strategies of callable warrants. Eur. J. Oper. Res. 206(1): 123-130 (2010)
2009
[j2]
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  - journals/jamds/SuzukiS09
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Atsuo Suzuki, Katsushige Sawaki:
Callable Russian Options and Their Optimal Boundaries. Adv. Decis. Sci. 2009: 593986:1-593986:13 (2009)
2006
[j1]
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  - journals/interfaces/SuzukiSH06
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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): 43-54 (2006)

Conference and Workshop Papers

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2013
[c1]
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  - conf/icores/SatoS13
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Kimitoshi Sato, Katsushige Sawaki:
A Discrete Time Valuation of Callable Financial Securities with Regime Switches. ICORES 2013: 225-229

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