Yano, Kouji

1. On optimal periodic dividend strategies for Lévy risk processes
   2017/08/04 by Noba, Kei, Pérez, José-Luis, Yamazaki, Kazutoshi +1 · 3 citations
   #60G51 #91B30 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
2. On universality in penalisation problems with multiplicative weights
   2021/06/29 by Yano, Kouji · 2 citations
   #FOS: Mathematics #Probability (math.PR)
3. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
   2017/12/30 by Kei Noba, Noba, Kei, José Luis Pérez +5 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
4. On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
   2008/11/13 by Kouji Yano, Yano, Kouji, Yuko Yano +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
5. Penalising symmetric stable Lévy paths
   2008/07/27 by Yano, Kouji, Yano, Yuko, Yor, Marc · 1 citation
   #FOS: Mathematics #Probability (math.PR)
6. Local time penalizations with various clocks for one-dimensional diffusions
   2016/08/25 by Christophe Profeta, Kouji Yano, Profeta, Christophe +3 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
7. Local time penalizations with various clocks for Lévy processes
   2022/03/16 by Shosei Takeda, Takeda, Shosei, Kouji Yano +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F05 (Primary) 60G44 #60G51 (Secondary) #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics