Masahiko Egami

According to our database, Masahiko Egami authored at least 9 papers between 2008 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2017

A direct solution method for pricing options involving the maximum process.

Masahiko Egami, Tadao Oryu

Finance Stochastics, 2017

2015

An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem.

Masahiko Egami, Tadao Oryu

Oper. Res., 2015

2014

Phase-type fitting of scale functions for spectrally negative Lévy processes.

Masahiko Egami, Kazutoshi Yamazaki

J. Comput. Appl. Math., 2014

2010

On the One-Dimensional Optimal Switching Problem.

Erhan Bayraktar, Masahiko Egami

Math. Oper. Res., 2010

A unified treatment of dividend payment problems under fixed cost and implementation delays.

Erhan Bayraktar, Masahiko Egami

Math. Methods Oper. Res., 2010

2009

A continuous-time search model with job switch and jumps.

Masahiko Egami, Mingxin Xu

Math. Methods Oper. Res., 2009

2008

A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions.

Masahiko Egami

SIAM J. Control. Optim., 2008

An Analysis of Monotone Follower Problems for Diffusion Processes.

Erhan Bayraktar, Masahiko Egami

Math. Oper. Res., 2008

Optimizing venture capital investments in a jump diffusion model.

Erhan Bayraktar, Masahiko Egami

Math. Methods Oper. Res., 2008