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Kazutoshi Yamazaki
Senior Lecturer
University of Queensland
Australia
Has grant
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Research Interests
Microeconomics
Behavioral Economics
Quantitative Finance
Mathematical Programming
Optimal Control
Market Dynamics
Stochastic Frontier
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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
Reiichiro Kawai
Professor
University of Tokyo
Jevgenijs Ivanovs
Aarhus University

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