Financing and Investment of Foreign Subsidiary under International Tax Rate Differentials (Financial Modeling and Analysis)
スポンサーリンク
概要
著者
-
田中 敬一
首都大学東京大学院社会科学研究科
-
田中 敬一
首都大学東京社会科学研究科
-
田中 敬一
首都大学東京
-
木島 正明
首都大学東京社会科学研究科
-
田 園
京都大学経済学研究科
-
木島 正明
首都大学東京
関連論文
- 平成22年春季研究発表会ルポ(情報の窓)
- 同値マルチンゲール測度の導出(OR事典Wiki)
- 同値マルチンゲール測度の導出
- 金融工学における今日的難問(次世代ORのオープン・プロブレム)
- 平成22年春季研究発表会ルポ
- 2-A-6 On the Pricing of Contingent Claims in Emission Permit Markets
- Real Options in an Oligopoly Market
- Real Options in a Duopoly Market with General Volatility Structure
- Financing and Investment of Foreign Subsidiary under International Tax Rate Differentials (Financial Modeling and Analysis)
- 確率モデルにおける最適化研究部会終了報告(ペーパーフェア)
- ジャンプ拡散過程による企業負債評価(金融)
- 1-A-4 The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par
- 経路依存型アメリカンオプションの価格評価(金融工学(2))
- VaR is Subject to a Significan Positive Bias
- An Economic Premium Principle in Multiperiod Economy
- A Numerical Procedure for the General One-Factor Interest Rate Model
- Efficient Numerical Procedures for the Hull-White Extended Vasicek Model(金融(1))
- The Generalized Harmonic Mean and Portfolio Problems with Dependent Assets
- American Put Options with a Finite Set of Time Epochs for Exercise
- ボラティリティがマルコフ連鎖により変動する株式のオプション評価(金融)
- Stochastic Dominance by Functional Characterization Approach : Fundamental Results and Applications
- Risk Aversion and Wealth Effects on Optimal Portfolios with Many Investment Opportunities
- A Generalized Consumption/Investment Decision Problem with Production Possibility
- Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation (Financial Modeling and Analysis)
- 資産価格の基本定理(新・ORの図解,学会創立50周年記念号)
- Computation of the Quasi-stationary Distributions in M(n)/GI/1/K and GI/M(n)/1/K Queues
- A Unified Approach to GI/M(n)/1/K and M(n)/G/1/K Queues via Finite Quasi-birth-death Processes
- On Separation for Birth-death Processes
- Quasi-limiting Distributions of Skip-free to the Left Markov Chains in Continuous-time
- Option Pricing for a Birth-death Stock Price Model
- A Measure of Dependence and the Relaxation Time for Finite State Markov Chains and On the Relaxation Time for Single Server Queues
- 2-K-1 Note on Irreversible Investment with Regime Switching
- Entrepreneurial Finance Problems with Quasi-hyperbolic Discounting (Mathematical Economics)
- Value Function of Real Options with Regime Switching (不確実・不確定環境下における数理的意思決定とその周辺)
- First Passage Time in Real Options (Financial Modeling and Analysis)
- 1-D-6 Optimal policy for attracting FDI : Investment cost subsidy versus tax rate reduction