Attakrit Asvanunt, Mark Broadie, Suresh M. Sundaresan, “Growth Options and Optimal Default Under Liquidity Constraints: The Role of Corporate Cash Balances”, SSRN Journal, 2009
Erhan Bayraktar, Masahiko Egami, “Optimizing venture capital investments in a jump diffusion model”, Mathematical Methods of OR, 67:1 (2008), 21
Masahiko Egami, “A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions”, SIAM J Control Optim, 47:3 (2008), 1191
Jostein Paulsen, “Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs”, SIAM J Control Optim, 47:5 (2008), 2201
Kam C. Yuen, Yuhua Lu, Rong Wu, “The compound Poisson process perturbed by a diffusion with a threshold dividend strategy”, Appl Stochastic Models Bus Ind, 2008, n/a
René Carmona, Michael Ludkovski, “Pricing Asset Scheduling Flexibility using Optimal Switching”, Applied Mathematical Finance, 15:5-6 (2008), 405
Arne Løkka, Mihail Zervos, “Optimal dividend and issuance of equity policies in the presence of proportional costs”, Insurance: Mathematics and Economics, 42:3 (2008), 954
Shangzhen Luo, “Ruin Minimization for Insurers with Borrowing Constraints”, North American Actuarial Journal, 12:2 (2008), 143
Erhan Bayraktar, Masahiko Egami, “An Analysis of Monotone Follower Problems for Diffusion Processes”, MOR, 33:2 (2008), 336
R. L. Loeffen, “On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes”, Ann. Appl. Probab., 18:5 (2008)