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Kazutoshi Yamazaki

Senior Lecturer

University of Queensland

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Australia

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Research Interests

Microeconomics

30%

Behavioral Economics

30%

Quantitative Finance

40%

Mathematical Programming

30%

Optimal Control

30%

Market Dynamics

30%

Stochastic Frontier

20%

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Recent Grants

Grant: Close

Numerical analysis of continuous branching process and applications in finance

Open Date: 2020-04-01

Close Date: 2023-03-31

Grant: Close

Limit theorems for diffusions, Levy processes and their variants with their applications

Open Date: 2019-04-01

Close Date: 2023-03-31

Grant: Close

Parisian reflection strategies and dynamic optimization

Open Date: 2017-04-01

Close Date: 2020-03-31

Grant: Close

Resolvents of stochastic processes with jumps and applications in maturity randomization

Open Date: 2014-04-01

Close Date: 2017-03-31

Grant: Close

Progress of fundamentals of excursion theory and development of its novel applications

Open Date: 2014-04-01

Close Date: 2018-03-31

Articles16

Collaborators3

Kei Noba

Associate Professor

Osaka University

JAPAN

Reiichiro Kawai

Professor

University of Tokyo

JAPAN

Jevgenijs Ivanovs

Aarhus University

DENMARK