Egami Masahiko

Masahiko Egami

Information about the author Masahiko Egami will soon be added to the site.
Found 5 papers in total
An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem
An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem
2015
The importance of the global financial system cannot be exaggerated. When a large...
A unified treatment of dividend payment problems under fixed cost and implementation delays
A unified treatment of dividend payment problems under fixed cost and implementation delays
2010
In this paper we study the dividend optimization problem for a corporation or a...
On the one-dimensional optimal switching problem
On the one-dimensional optimal switching problem
2010
We explicitly solve the optimal switching problem for one-dimensional diffusions by...
A continuous-time search model with job switch and jumps
A continuous-time search model with job switch and jumps
2009
We study a new search problem in continuous time. In the traditional approach, the...
An Analysis of Monotone Follower Problems for Diffusion Processes
An Analysis of Monotone Follower Problems for Diffusion Processes
2008
We consider a singular stochastic control problem, which is called the monotone...
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