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

Suzuki, Atsuo; Sawaki, Katsushige; Hasegawa, Toshiharu - In: Interfaces : the INFORMS journal on the practice of … 36 (2006) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10006228447

THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES

SUZUKI, ATSUO; SAWAKI, KATSUSHIGE - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 02, pp. 227-242

In this paper, we derive closed form solution for Russian option with jumps. First, we discuss the pricing of Russian options when the stock pays dividends continuously. Secondly, we derive the value function of Russian options by solving the ordinary differential equation with some conditions...

Persistent link: https://www.econbiz.de/10008464907

C OPTIMAL ALLOCATION - An OR-MS approach to managing Nanzan Gakuen (Nanzan Educational Complex): From the strategic to the daily operational level Cc:130

Suzuki, Atsuo; Sawaki, Katsushige; Hasegawa, Toshiharu - In: Operations research, Management science : OR MS ; the … 47 (2007) 4, pp. 417-420

Persistent link: https://www.econbiz.de/10007777053

The Pricing of Callable Perpetual American Options

Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of the Operations Research Society of Japan : JORSJ (2006), pp. 31-44

Persistent link: https://www.econbiz.de/10007612634

Some extensions of dynamic economic lot size model with backlogging

Sawaki, Katsushige - In: Journal of the Operations Research Society of Japan : JORSJ 14 (1971) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10002737335

A mathematical programming model for assessing advanced oil technologies

Suzuki, A. - In: Modeling of large scale energy systems : proceedings of …, (pp. 329-337). 1981

Persistent link: https://www.econbiz.de/10003691861

Optimal Location Problem for Urban Emergency Vehicles with Continuous-Time Markov Chain

Inakawa, Keisuke; Suzuki, Atsuo - In: Journal of the Operations Research Society of Japan : JORSJ (2004), pp. 39-65

Persistent link: https://www.econbiz.de/10006717658

On the Airline Hub Problem: The Continuous Model

Suzuki, Atsuo; Drezner, Zvi - In: Journal of the Operations Research Society of Japan : JORSJ 40 (1997) 1, pp. 62-74

Persistent link: https://www.econbiz.de/10006736426

The Big Triangle Small Triangle Method for the Solution of Nonconvex Facility Location Problems

Drezner, Zvi; Suzuki, Atsuo - In: Operations research : the journal of the Operations … 52 (2004) 1, pp. 128-135

Persistent link: https://www.econbiz.de/10006417774

Locational optimization problems solved through Voronoi diagrams

Okabe, Atsuyuki; Suzuki, Atsuo - In: European Journal of Operational Research 98 (1997) 3, pp. 445-456

Persistent link: https://www.econbiz.de/10005284200