A. G. Moroz

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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
Convergence of solutions and their exit times in diffusion models with jumps
Cybernetics and Systems Analysis
2015-03-18Paper
Properties of the optimal stopping domain in the Lévy model
Theory of Probability and Mathematical Statistics
2014-10-15Paper
The structure of the stopping region in a Lévy model
Theory of Probability and Mathematical Statistics
2013-09-17Paper
Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval2011-02-22Paper


Research outcomes over time


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