On Singular Control for Lévy Processes von Noba, Kei, Yamazaki, Kazutoshi

Volltext

Phase-type fitting of scale functions for spectrally negative Lévy processes von Egami, Masahiko, Yamazaki, Kazutoshi

Volltext

Inventory Control for Spectrally Positive Lévy Demand Processes von Yamazaki, Kazutoshi

Volltext

The Gerber-Shiu discounted penalty function: A review from practical perspectives von He, Yue, Kawai, Reiichiro, Shimizu, Yasutaka, Yamazaki, Kazutoshi

Volltext

Analysis of the aggregation mechanism of chondroitin sulfate/chitosan particles and fabrication of hydrogel cell scaffolds von Yamazaki, Makoto, Iijima, Kazutoshi

Volltext

Double continuation regions for American options under Poisson exercise opportunities von Palmowski, Zbigniew, Pérez, José Luis, Yamazaki, Kazutoshi

Volltext

Fabrication and Characterization of Polysaccharide Composite Films from Polyion Complex Particles von Yamazaki, Makoto, Iijima, Kazutoshi

Volltext

PHASE-TYPE APPROXIMATION OF THE GERBER-SHIU FUNCTION von Yamazaki, Kazutoshi

Volltext

Detection and identification of changes of hidden Markov chains: asymptotic theory von Dayanik, Savas, Yamazaki, Kazutoshi

Volltext

Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models von López, Dante Mata, Pérez, José Luis, Yamazaki, Kazutoshi

Volltext

Contraction Options and Optimal Multiple-Stopping in Spectrally Negative Lévy Models von Yamazaki, Kazutoshi

Volltext

Asymptotically optimal Bayesian sequential change detection and identification rules von Dayanik, Savas, Powell, Warren B., Yamazaki, Kazutoshi

Volltext

Optimality of doubly reflected Lévy processes in singular control von Baurdoux, Erik J., Yamazaki, Kazutoshi

Volltext

Games of singular control and stopping driven by spectrally one-sided Lévy processes von Hernández-Hernández, Daniel, Yamazaki, Kazutoshi

Volltext

American step-up and step-down default swaps under Lévy models von Leung, Tim, Yamazaki, Kazutoshi

Volltext

On the optimality of periodic barrier strategies for a spectrally positive Lévy process von Pérez, José-Luis, Yamazaki, Kazutoshi

Volltext

The Leland–Toft optimal capital structure model under Poisson observations von Palmowski, Zbigniew, Pérez, José Luis, Surya, Budhi Arta, Yamazaki, Kazutoshi

Volltext

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes von Pérez, José-Luis, Yamazaki, Kazutoshi, Bensoussan, Alain

Volltext

On the refracted–reflected spectrally negative Lévy processes von Pérez, José-Luis, Yamazaki, Kazutoshi

Volltext

On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models von Egami, Masahiko, Yamazaki, Kazutoshi

Volltext