The following pages link to Masahiko Egami (Q784740):
Displaying 19 items.
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- A game options approach to the investment problem with convertible debt financing (Q991402) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Default swap games driven by spectrally negative Lévy processes (Q1933591) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Optimizing venture capital investments in a jump diffusion model (Q2482689) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- An Analysis of Monotone Follower Problems for Diffusion Processes (Q3168970) (← links)
- On the One-Dimensional Optimal Switching Problem (Q3169086) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (Q3629486) (← links)
- A direct solution method for pricing options in regime‐switching models (Q5109976) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
