A. Azze
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the optimal stopping of randomized Gauss-Markov bridges Stochastic Processes and their Applications | 2026-09-04 | Paper |
| Optimal stopping of Gauss-Markov bridges Advances in Applied Probability | 2025-03-21 | Paper |
| Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach Annals of Operations Research | 2025-02-17 | Paper |
| Optimal stopping of Gauss-Markov bridges | 2022-11-10 | Paper |
| Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes | 2022-11-08 | Paper |
| Optimal stopping of an Ornstein-Uhlenbeck bridge | 2021-10-25 | Paper |
Research outcomes over time
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