Miryana Grigorova

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
Optimal stopping: Bermudan strategies meet non-linear evaluations Electronic Journal of Probability	2024-08-30	Paper
Optimal stopping: Bermudan strategies meet non-linear evaluations	2023-01-26	Paper
Stochastic representation under \(g\)-expectation and applications: the discrete time case Journal of Mathematical Analysis and Applications	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 Stochastic Processes and their Applications	2021-11-03	Paper
European options in a nonlinear incomplete market model with default SIAM Journal on Financial Mathematics	2020-11-07	Paper
On the strict value of the non-linear optimal stopping problem Electronic Communications in Probability	2020-09-29	Paper
Optimal stopping with \(f\)-expectations: the irregular case Stochastic Processes and their Applications	2020-02-24	Paper
BSDEs with default jump	2019-03-22	Paper
Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case Electronic Journal of Probability	2019-02-14	Paper
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping The Annals of Applied Probability	2018-01-04	Paper
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs Stochastics	2017-04-11	Paper
Stochastic dominance with respect to a capacity and risk measures Statistics & Risk Modeling	2015-01-22	Paper
Stochastic orderings with respect to a capacity and an application to a financial optimization problem Statistics & Risk Modeling	2014-06-30	Paper
Hardy-Littlewood's inequalities in the case of a capacity Comptes Rendus. Mathématique. Académie des Sciences, Paris	2013-03-15	Paper

Research outcomes over time

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