.
Egami, Masahiko's
Scholarly Papers
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column.
Aggregate Statistics
Total 677
Total Citations 1
1.
Egami, Masahiko Kyoto University
Esteghamat, Kian Princeton University - Department of Operations Research and Financial Engineering
197(76,679)
correlated credit risk, structured security, portfolio approximation
2.
Egami, Masahiko Kyoto University
Hosono, Kaoru Gakushuin University - Economics
Posted:
21 Apr 10
Last Revised:
26 Apr 10
147(100,701)
Asset securitization program, Leverage, Impulse control, Bubble and crisis
3.
Egami, Masahiko Kyoto University
Kato, Yasuyuki Kyoto University
Sawaki, Tomochika Independent
Posted:
15 Jan 13
Last Revised:
26 Mar 13
116(124,175)
CDS contract, liquidity, bid-ask spread, the Hawkes process, self-exciting processes, financial crisis, credit risk
4.
Egami, Masahiko Kyoto University
110(127,596)
Convertible bond, Investment decision, Optimal stopping, Game options
5.
Egami, Masahiko Kyoto University
Oryu, Tadao Kyoto University - Graduate School of Economics
47(207,954)
options on multiple assets, optimal stopping, mean-reverting model, exercise boundaries
6.
Egami, Masahiko Kyoto University
39(224,119)
1
Irreversible investment, bankruptcy cost, agency costs, optimal stopping, loan commitment
7.
Leung, Tim Columbia University
Yamazaki, Kazutoshi Osaka University - Center for the Study of Finance and Insurance
Egami, Masahiko Kyoto University
Posted:
26 Feb 12
Last Revised:
08 Jan 13
21(274,189)
optimal stopping games, Nash equilibrium, Levy processes, scale function, default swaps
8.
Kijima, Masaaki Kyoto University - Graduate School of Economics
Egami, Masahiko Kyoto University
financial engineering, mathematical finance, real options, credit risk, option pricing, transaction cost, market microstructure
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