Optimizing venture capital investments in a jump diffusion model. - Erhan Bayraktar; Masahiko Egami (Math. Methods Oper. Res., 2008)

An Analysis of Monotone Follower Problems for Diffusion Processes. - Erhan Bayraktar; Masahiko Egami (Math. Oper. Res., 2008)

A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions. - Masahiko Egami (SIAM J. Control. Optim., 2008)

A continuous-time search model with job switch and jumps. - Masahiko Egami; Mingxin Xu (Math. Methods Oper. Res., 2009)

A unified treatment of dividend payment problems under fixed cost and implementation delays. - Erhan Bayraktar; Masahiko Egami (Math. Methods Oper. Res., 2010)

On the One-Dimensional Optimal Switching Problem. - Erhan Bayraktar; Masahiko Egami (Math. Oper. Res., 2010)

Phase-type fitting of scale functions for spectrally negative Lévy processes. - Masahiko Egami; Kazutoshi Yamazaki (J. Comput. Appl. Math., 2014)

An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem. - Masahiko Egami; Tadao Oryu (Oper. Res., 2015)

A direct solution method for pricing options involving the maximum process. - Masahiko Egami; Tadao Oryu (Finance Stochastics, 2017)