Miryana Grigorova

Available identifiers

zbMath Open grigorova.miryanaMaRDI QIDQ490347

List of research outcomes

Publication	Date of Publication	Type
Optimal stopping: Bermudan strategies meet non-linear evaluations	2023-01-26	Paper
Stochastic representation under \(g\)-expectation and applications: the discrete time case	2022-10-13	Paper
Stochastic representation under g-expectation and applications: the discrete time case	2022-01-19	Paper
American options in a non-linear incomplete market model with default	2021-11-03	Paper
European Options in a Nonlinear Incomplete Market Model with Default	2020-11-07	Paper
On the strict value of the non-linear optimal stopping problem	2020-09-29	Paper
Optimal stopping with \(f\)-expectations: the irregular case	2020-02-24	Paper
BSDEs with default jump	2019-03-22	Paper
Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case	2019-02-14	Paper
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping	2018-01-04	Paper
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs	2017-04-11	Paper
Stochastic dominance with respect to a capacity and risk measures	2015-01-22	Paper
Stochastic orderings with respect to a capacity and an application to a financial optimization problem	2014-06-30	Paper
Hardy-Littlewood's inequalities in the case of a capacity	2013-03-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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