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

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

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

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

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

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

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

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

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

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

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

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

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Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model von Pérez, José-Luis, Yamazaki, Kazutoshi

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Fluctuation theory for level-dependent Lévy risk processes von Czarna, Irmina, Pérez, José-Luis, Rolski, Tomasz, Yamazaki, Kazutoshi

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Optimal dividends in the dual model under transaction costs von Bayraktar, Erhan, Kyprianou, Andreas E., Yamazaki, Kazutoshi

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ON OPTIMAL DIVIDENDS IN THE DUAL MODEL von Bayraktar, Erhan, Kyprianou, Andreas E., Yamazaki, Kazutoshi

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

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Optimality of Refraction Strategies for Spectrally Negative Lévy Processes von Hernández-Hernández, Daniel, Pérez, José-Luis, Yamazaki, Kazutoshi

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REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL von Pérez, José-Luis, Yamazaki, Kazutoshi

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

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