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Economic models for the environmental Kuznets curve : a survey
Kijima, Masaaki; Nishide, Katsumasa; Ohyama, Atsuyuki - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1187-1201
Persistent link: https://www.econbiz.de/10008659500
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EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
Kijima, Masaaki; Nishide, Katsumasa; Ohyama, Atsuyuki - In: Journal of economic dynamics & control 35 (2011) 5, pp. 746-763
Persistent link: https://www.econbiz.de/10009240555
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Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime; Kijima, Masaaki - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
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The impact of momentum trading on the market price and trades
Nishide, Katsumasa - In: Recent advances in financial engineering : proceedings …, (pp. 135-159). 2009
Persistent link: https://www.econbiz.de/10003871177
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Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime; Kijima, Masaaki - In: Journal of Economic Dynamics and Control 31 (2007) 11, pp. 3478-3502
Persistent link: https://www.econbiz.de/10005205289
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Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime; Kijima, Masaaki - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3478-3502
Persistent link: https://www.econbiz.de/10007795171
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Pricing a Path-dependent American Option by Monte Carlo Simulation
Kijima, Masaaki; Fujiwara, Hajime - Society for Computational Economics - SCE - 2004
In this paper, we evaluate anytime Bermudan options, a class of path-dependent American options, by Monte Carlo simulation. Assuming that the state variable is Markovian, we show that the price of the path-dependent American option satisfies a dynamic programming equation. The continuation value...
Persistent link: https://www.econbiz.de/10005706518
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Regime uncertainty and optimal investment timing
Nishide, Katsumasa; Nomi, Ernesto Kazuhiro - In: Journal of economic dynamics & control 33 (2009) 10, pp. 1796-1807
Persistent link: https://www.econbiz.de/10003882552
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Using real options theory to a country's environmental policy : considering the economic size and growth
Nishide, Katsumasa; Ohyama, Atsuyuki - In: Operational research : an international journal ; the … 9 (2009) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10003893617
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Market selection : hungry misers and bloated bankrupts
Nishide, Katsumasa; Rogers, Leonard C. G. - In: Mathematics and financial economics 5 (2011) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10009160242