Juozas Vaicenavicius

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6161810	2023-06-27	Paper
Bayesian sequential least-squares estimation for the drift of a Wiener process	2022-02-11	Paper
Self-driving car safety quantification via component-level analysis	2020-09-02	Paper
Asset liquidation under drift uncertainty and regime-switching volatility	2020-06-02	Paper
Optimal stopping of a Brownian bridge with an unknown pinning point	2020-01-24	Paper
Monotonicity and robustness in Wiener disorder detection	2019-05-28	Paper
Optimal liquidation of an asset under drift uncertainty	2016-06-15	Paper
Bayesian sequential testing of the drift of a Brownian motion	2016-02-12	Paper
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index	2015-10-20	Paper

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