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Optimal capital structure with scale effects under spectrally negative Lévy models
Surya, Budhi Arta; Yamazaki, Kazutoshi - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10010363903
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An analytic recursive method for optimal multiple stopping : Canadization and phase-type fitting
Leung, Tim; Yamazaki, Kazutoshi; Zhang, Hongzhong - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-31
Persistent link: https://www.econbiz.de/10011403875