Masahiko Egami

Publication Activity (10 Years)

Years Active: 2008-2017
Publications (10 Years): 2

Top Topics

Optimization Procedure

Fuzzy Controller

Top Venues

Finance Stochastics

J. Comput. Appl. Math.

Publications

Masahiko Egami, Tadao Oryu
A direct solution method for pricing options involving the maximum process. Finance Stochastics 21 (4) (2017)
Masahiko Egami, Tadao Oryu
An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem. Oper. Res. 63 (3) (2015)
Masahiko Egami, Kazutoshi Yamazaki
Phase-type fitting of scale functions for spectrally negative Lévy processes. J. Comput. Appl. Math. 264 (2014)
Erhan Bayraktar, Masahiko Egami
A unified treatment of dividend payment problems under fixed cost and implementation delays. Math. Methods Oper. Res. 71 (2) (2010)
Erhan Bayraktar, Masahiko Egami
On the One-Dimensional Optimal Switching Problem. Math. Oper. Res. 35 (1) (2010)
Masahiko Egami, Mingxin Xu
A continuous-time search model with job switch and jumps. Math. Methods Oper. Res. 70 (2) (2009)
Erhan Bayraktar, Masahiko Egami
Optimizing venture capital investments in a jump diffusion model. Math. Methods Oper. Res. 67 (1) (2008)
Masahiko Egami
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions. SIAM J. Control. Optim. 47 (3) (2008)
Erhan Bayraktar, Masahiko Egami
An Analysis of Monotone Follower Problems for Diffusion Processes. Math. Oper. Res. 33 (2) (2008)