書誌情報	ファイル
表紙・目次    (2010-02)   数理解析研究所講究録, 1675
Exercise Behaviors and Valuation of Executive Stock Options (Financial Modeling and Analysis)   Kimura, Toshikazu (2010-02)   数理解析研究所講究録, 1675: 1-14
スウィング・オプションの最適行使境界と価格付け (ファイナンスの数理解析とその応用)   田代, 雄介 (2010-02)   数理解析研究所講究録, 1675: 15-25
Lifetime Ruin, Consumption and Annuity (Financial Modeling and Analysis)   Uratani, Tadashi (2010-02)   数理解析研究所講究録, 1675: 26-36
Buhlmannの価格原理の多期間への拡張 (ファイナンスの数理解析とその応用)   井上, 昭彦 (2010-02)   数理解析研究所講究録, 1675: 37-41
Multiple Stopping Problem for Jump Diffusion and Free Boundary Problem (Financial Modeling and Analysis)   Ano, Katsunori (2010-02)   数理解析研究所講究録, 1675: 42-48
Reversibility, Operating Flexibility, and Asset Returns in Competitive Equilibrium (Financial Modeling and Analysis)   Takashima, Ryuta; Nakada, Shoji; Ohata, Shohei (2010-02)   数理解析研究所講究録, 1675: 49-59
PFI事業におけるリスクとリターンの分担 (ファイナンスの数理解析とその応用)   高森, 寛; 高嶋, 隆太; 八木, 恭子 (2010-02)   数理解析研究所講究録, 1675: 60-73
Convertible Subordinated Debt Financing and Optimal Investment Timing (Financial Modeling and Analysis)   Yagi, Kyoko; Takashima, Ryuta (2010-02)   数理解析研究所講究録, 1675: 74-86
LBOs and Debt Ratio in a Growing Industry (Financial Modeling and Analysis)   Goto, Makoto (2010-02)   数理解析研究所講究録, 1675: 87-96
信用リスク移転機能の発展と最適ローンポートフォリオ選択 (ファイナンスの数理解析とその応用)   新谷, 幸平; 山田, 哲也 (2010-02)   数理解析研究所講究録, 1675: 97-110
低金利下における企業の投資行動と信用リスク : リアルオプション・モデルによる考察 (ファイナンスの数理解析とその応用)   山田, 哲也 (2010-02)   数理解析研究所講究録, 1675: 111-124
Equilibrium Selection with Nonlinear Utility Function (Financial Modeling and Analysis)   KIKKAWA, Mitsuru (2010-02)   数理解析研究所講究録, 1675: 125-133
Preemptive Investment Game with Alternative Projects (Financial Modeling and Analysis)   Nishihara, Michi (2010-02)   数理解析研究所講究録, 1675: 134-147
Formulation of an Optimal Execution Problem with Random Market Impact (Financial Modeling and Analysis)   Ishitani, Kensuke; Kato, Takashi (2010-02)   数理解析研究所講究録, 1675: 148-157
When Market Impact Causes Gradual Liquidation? : From the Theoretical View of Mathematical Finance (Financial Modeling and Analysis)   Kato, Takashi (2010-02)   数理解析研究所講究録, 1675: 158-172
The Valuation of Discrete-Time Contingent Claims with Upper and Lower Bounds; Revisited with Refinements (Financial Modeling and Analysis)   SAWAKI, Katsushige (2010-02)   数理解析研究所講究録, 1675: 173-184
Optimal Execution of Multi-Asset Block Orders under Stochastic Liquidity (Financial Modeling and Analysis)   Makimoto, Naoki; Sugihara, Yoshihiko (2010-02)   数理解析研究所講究録, 1675: 185-198
On Estimating the Growth Optimal Asset Pricing Model under Regime Switching (Financial Modeling and Analysis)   Ishijima, Hiroshi; Sakagami, Shinya (2010-02)   数理解析研究所講究録, 1675: 199-211
Financing and Investment of Foreign Subsidiary under International Tax Rate Differentials (Financial Modeling and Analysis)   Kijima, Masaaki; Tanaka, Keiichi; Tian, Yuan (2010-02)   数理解析研究所講究録, 1675: 212-225