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researcher

Kei Noba

21 papers hereh-index 7141 citations23 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author7
  • first author10
  • middle author4

Across the 21 of 21 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • math.OC3
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedOn optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

2 citations · 6 across the 16 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

math.PR2020★ 1 cited

On singular control for Lévy processes

Kei Noba, Kazutoshi Yamazaki

We revisit the classical singular control problem of minimizing running and controlling costs. The problem arises in inventory control, as well as in healthcare management and math…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.