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The pricing and optimal strategies of callable warrants
Yagi, Kyoko; Sawaki, Katsushige - In: European journal of operational research : EJOR 206 (2010) 1, pp. 123-131
Persistent link: https://www.econbiz.de/10008400710
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A continuous-time dynamic pricing model knowing the competitor’s pricing strategy
Sato, Kimitoshi; Sawaki, Katsushige - In: European journal of operational research : EJOR 229 (2013) 1, pp. 223-229
Persistent link: https://www.econbiz.de/10010104965