A. G. Moroz
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Person:2263264
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 |
|---|---|---|
| Convergence of solutions and their exit times in diffusion models with jumps Cybernetics and Systems Analysis | 2015-03-18 | Paper |
| Properties of the optimal stopping domain in the Lévy model Theory of Probability and Mathematical Statistics | 2014-10-15 | Paper |
| The structure of the stopping region in a Lévy model Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
| Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval | 2011-02-22 | Paper |
Research outcomes over time
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