pith. sign in

Masahiko Egami

Identifiers

  • name variant Masahiko Egami 0.60 · backfill

Papers (19)

  1. A Direct Solution Method for Pricing Options in Regime-switching Models q-fin.MF · 2017 · author #1
  2. Time Reversal and Last Passage Time of Diffusions with Applications to Credit Risk Management q-fin.MF · 2017 · author #1
  3. Explicit Solutions for Optimal Stopping of Linear Diffusion and its Maximum math.OC · 2016 · author #1
  4. Explicit Solutions for Optimal Stopping of Maximum Process with Absorbing Boundary that Varies with It math.OC · 2015 · author #1
  5. An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem q-fin.PR · 2013 · author #1
  6. Optimal Stopping When the Absorbing Boundary is Following After math.PR · 2013 · author #1
  7. Default Swap Games Driven by Spectrally Negative Levy Processes q-fin.PR · 2011 · author #1
  8. On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Levy models math.OC · 2011 · author #1
  9. Solving Optimal Dividend Problems via Phase-type Fitting Approximation of Scale Functions q-fin.CP · 2010 · author #1
  10. Phase-type fitting of scale functions for spectrally negative Levy processes math.PR · 2010 · author #1
  11. Precautionary Measures for Credit Risk Management in Jump Models q-fin.RM · 2010 · author #1
  12. An optimal life insurance policy in the investment-consumption problem in an incomplete market q-fin.PM · 2007 · author #1
  13. On the One-Dimensional Optimal Switching Problem math.OC · 2007 · author #2
  14. A Direct Method for Solving Optimal Switching Problems of One-Dimensional Diffusions math.OC · 2007 · author #1
  15. The Effects of Implementation Delay on Decision-Making Under Uncertainty math.OC · 2007 · author #2
  16. A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays math.OC · 2007 · author #2
  17. Optimizing Venture Capital Investments in a Jump Diffusion Model math.OC · 2007 · author #2
  18. A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions math.OC · 2007 · author #1
  19. An Analysis of Monotone Follower Problems for Diffusion Processes math.OC · 2007 · author #2

Mentions

  • 1104.4563 #1 · backfill · confidence 0.70 Masahiko Egami
  • 1011.4732 #1 · backfill · confidence 0.70 Masahiko Egami
  • 1005.0064 #1 · backfill · confidence 0.70 Masahiko Egami
  • 1004.0595 #1 · backfill · confidence 0.70 Masahiko Egami
  • 0801.0195 #1 · backfill · confidence 0.70 Masahiko Egami
  • 0707.0100 #2 · backfill · confidence 0.70 Masahiko Egami
  • 0704.0991 #1 · backfill · confidence 0.70 Masahiko Egami

Frequent Coauthors