Tokyo Metropolitan University · Graduate School of Business Administration · 准教授

Research keywordsreal options analysis・convertible bonds・callable warrants・stochastic operations research・investment timing・regime uncertainty

This is a public-data preview. Personalized fit, contact angles, and saved workflows require sign-in.

• 佐藤公俊・八木恭子・澤木勝茂， "感染症の確率的SIRモデルによるロックダウンの発出・解除に関する最適停止問題について，" リアルオプション研究， Vol.15，pp.1-16，(2023年12月)．2023 · 研究業績 · _other
• Kimitoshi Sato, Kyoko Yagi and Masahito Shimazaki, "A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-price and Shortage Penalty Contracts," Asia-Pacific Journal of Operational Research, Vol.35(6), 1850040, (November 2018).2018 · 研究業績 · _other
• Katsumasa Nishide and Kyoko Yagi, "Investment under Regime Uncertainty: Impact of Competition and Preemption," International Journal of Industrial Organization, Vol.45, pp.47-58, (March 2016).2016 · 研究業績 · _other
• Kyoko Yagi and Katsushige Sawaki, "The Valuation of Callable Moving Strike Convertible Bonds," Journal of Japan Society of Business Mathematics, Vol.34(1/2), pp.19-32, (2013).2013 · 研究業績 · _other

• Official profile