| Publication | Date of Publication | Type |
|---|
Regulation in a mean-field investment game with climate damage
Mathematical Finance | 2026-09-14 | Paper |
Nonzero-sum optimal stopping game with continuous vs. periodic exercise opportunities
Mathematics of Operations Research | 2025-09-30 | Paper |
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio
Applied Mathematics and Optimization | 2024-11-24 | Paper |
Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
Journal of Economic Dynamics and Control | 2024-07-04 | Paper |
| A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio | 2023-11-29 | Paper |
Two-Sided Singular Control of an Inventory with Unknown Demand Trend
SIAM Journal on Control and Optimization | 2023-10-26 | Paper |
Optimal stopping games in models with various information flows
Stochastic Analysis and Applications | 2021-12-16 | Paper |
| Non-zero-sum optimal stopping game with continuous versus periodic observations | 2021-07-17 | Paper |
When to sell an asset amid anxiety about drawdowns
Mathematical Finance | 2021-03-23 | Paper |
Optimal control of debt-to-GDP ratio in an \(N\)-state regime switching economy
SIAM Journal on Control and Optimization | 2020-03-20 | Paper |
Discretionary stopping of stochastic differential equations with generalised drift
Electronic Journal of Probability | 2019-12-12 | Paper |
Discretionary stopping of stochastic differential equations with generalised drift
Electronic Journal of Probability | 2019-12-12 | Paper |
On the pricing of perpetual American compound options
Inspired by Finance | 2018-12-13 | Paper |
Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models
The Annals of Applied Probability | 2018-11-07 | Paper |
Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models
The Annals of Applied Probability | 2018-11-07 | Paper |
Watermark options
Finance and Stochastics | 2017-01-12 | Paper |
Watermark options
Finance and Stochastics | 2017-01-12 | Paper |
Perpetual American options in diffusion-type models with running maxima and drawdowns
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
The Annals of Applied Probability | 2015-11-24 | Paper |
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem
The Annals of Applied Probability | 2015-11-24 | Paper |
On the drawdowns and drawups in diffusion-type models with running maxima and minima
Journal of Mathematical Analysis and Applications | 2015-11-10 | Paper |
Optimal stopping problems in diffusion-type models with running maxima and drawdowns
Journal of Applied Probability | 2014-10-15 | Paper |
Optimal stopping problems in diffusion-type models with running maxima and drawdowns
Journal of Applied Probability | 2014-10-15 | Paper |
Perpetual American options in a diffusion model with piecewise-linear coefficients
Statistics & Risk Modeling | 2013-04-23 | Paper |
