| Publication | Date of Publication | Type |
|---|
| Stopper vs. singular controller games with degenerate diffusions | 2025-01-06 | Paper |
| Zero-sum stopper versus singular-controller games with constrained control directions | 2024-07-23 | Paper |
| The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem | 2024-01-19 | Paper |
| The American put with finite‐time maturity and stochastic interest rate | 2023-09-28 | Paper |
| Optimal dividend payout under stochastic discounting | 2023-09-28 | Paper |
| A change of variable formula with applications to multi-dimensional optimal stopping problems | 2023-09-15 | Paper |
| On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions | 2023-06-22 | Paper |
| Dynamic programming principle for classical and singular stochastic control with discretionary stopping | 2023-04-27 | Paper |
| Mean-field games of finite-fuel capacity expansion with singular controls | 2022-10-31 | Paper |
| A numerical scheme for stochastic differential equations with distributional drift | 2022-10-27 | Paper |
| A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading | 2022-09-26 | Paper |
| On the value of non-Markovian Dynkin games with partial and asymmetric information | 2022-09-05 | Paper |
| Dynkin Games with Incomplete and Asymmetric Information | 2022-05-17 | Paper |
| An analytical study of participating policies with minimum rate guarantee and surrender option | 2022-04-01 | Paper |
| Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games | 2022-03-11 | Paper |
| Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon | 2022-02-22 | Paper |
| Dynamic programming principle for classical and singular stochastic control with discretionary stopping | 2021-11-18 | Paper |
| Optimal Hedging of a Perpetual American Put with a Single Trade | 2021-09-08 | Paper |
| A Dynkin Game on Assets with Incomplete Information on the Return | 2021-06-03 | Paper |
| Global \(C^1\) regularity of the value function in optimal stopping problems | 2021-03-18 | Paper |
| Playing with ghosts in a Dynkin game | 2020-09-03 | Paper |
| Optimal stopping for the exponential of a Brownian bridge | 2020-05-12 | Paper |
| A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs | 2020-03-12 | Paper |
| On the Optimal Exercise Boundaries of Swing Put Options | 2020-03-11 | Paper |
| Stochastic nonzero-sum games: a new connection between singular control and optimal stopping | 2020-02-05 | Paper |
| Optimal dividends with partial information and stopping of a degenerate reflecting diffusion | 2019-12-27 | Paper |
| A class of recursive optimal stopping problems with applications to stock trading | 2019-05-07 | Paper |
| On Lipschitz Continuous Optimal Stopping Boundaries | 2019-02-01 | Paper |
| On the free boundary of an annuity purchase | 2019-01-18 | Paper |
| Optimal prediction of resistance and support levels | 2018-09-06 | Paper |
| From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding | 2018-06-29 | Paper |
| Nash equilibria of threshold type for two-player nonzero-sum games of stopping | 2018-05-25 | Paper |
| The dividend problem with a finite horizon | 2018-03-08 | Paper |
| Optimal entry to an irreversible investment plan with non convex costs | 2017-12-29 | Paper |
| Optimal Boundary Surface for Irreversible Investment with Stochastic Costs | 2017-12-07 | Paper |
| A note on a new existence result for reflected BSDEs with interconnected obstacles | 2017-10-06 | Paper |
| Integral equations for Rost's reversed barriers: existence and uniqueness results | 2017-09-11 | Paper |
| A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions | 2016-05-31 | Paper |
| Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality | 2016-05-12 | Paper |
| A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries | 2015-06-10 | Paper |
| Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model | 2015-01-30 | Paper |
| A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis | 2014-10-06 | Paper |
| On the saddle point of a zero-sum stopper vs. singular-controller game | N/A | Paper |
