Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793): Difference between revisions

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+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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+MaRDI publication profile
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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Perpetual American Options Under Lévy Processes
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+Q4331490
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+Optimal stopping of strong Markov processes
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+Financial Modelling with Jump Processes
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+Optimal Stopping for Partial Sums
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+A Jump-Diffusion Model for Option Pricing
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On the Novikov-Shiryaev optimal stopping problems in continuous time
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+Optimal stopping time problem for random walks with polynomial reward functions
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+Optimal stopping and perpetual options for Lévy processes
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+Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
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+Optimal stopping of Hunt and Lévy processes
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+On an Effective Solution of the Optimal Stopping Problem for Random Walks
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+On a solution of the optimal stopping problem for processes with independent increments
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+Optimal Stopping of One-Dimensional Diffusions
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+Optimal stopping, Appell polynomials, and Wiener–Hopf factorization
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+Optimal Stopping Rules
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+Q3759649
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+An approach for solving perpetual optimal stopping problems driven by Lévy processes
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