Curdin Ott

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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!

PublicationDate of PublicationType
Optimal prediction for positive self-similar Markov processes
Electronic Journal of Probability
2016-08-22Paper
Optimal prediction for positive self-similar Markov processes
Electronic Journal of Probability
2016-08-22Paper
Bottleneck options
Finance and Stochastics
2015-02-06Paper
A capped optimal stopping problem for the maximum process
Acta Applicandae Mathematicae
2014-03-14Paper
A capped optimal stopping problem for the maximum process
Acta Applicandae Mathematicae
2014-03-14Paper
Optimal stopping problems for the maximum process with upper and lower caps
The Annals of Applied Probability
2014-01-17Paper
Spectrally negative Lévy processes perturbed by functionals of their running supremum
Journal of Applied Probability
2013-01-19Paper
Spectrally negative Lévy processes perturbed by functionals of their running supremum
Journal of Applied Probability
2013-01-19Paper


Research outcomes over time


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