Fabián Crocce

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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!

Publication	Date of Publication	Type
Optimal stopping for Markov processes with positive jumps Journal of Mathematical Sciences (New York)	2025-06-05	Paper
An algorithm to solve optimal stopping problems for one-dimensional diffusions	2023-01-09	Paper
An algorithm to solve optimal stopping problems for one-dimensional diffusions (available as arXiv preprint)	2023-01-09	Paper
A non-iterative algorithm for generalized pig games Journal of Dynamics and Games	2019-08-20	Paper
On optimal stopping of multidimensional diffusions Stochastic Processes and their Applications	2019-06-28	Paper
A finite exact algorithm to solve a dice game Journal of Applied Probability	2016-04-29	Paper
A finite exact algorithm to solve a dice game Journal of Applied Probability	2016-04-29	Paper
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions Stochastics	2014-08-14	Paper
Optimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes	2014-05-29	Paper

Research outcomes over time

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