Ceren Vardar-Acar

Available identifiers

zbMath Open vardar-acar.cerenMaRDI QIDQ491708

List of research outcomes

Publication	Date of Publication	Type
An optimal stopping problem for spectrally negative Markov additive processes	2022-06-20	Paper
Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes	2021-07-26	Paper
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems	2020-11-24	Paper
A Generalized Correlated Random Walk Converging to Fractional Brownian Motion	2019-03-13	Paper
Path Decomposition of Spectrally Negative Levy Processes	2018-01-18	Paper
Maximum loss and maximum gain of spectrally negative Lévy processes	2017-11-02	Paper
Bounds on the expected value of maximum loss of fractional Brownian motion	2015-08-19	Paper
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method	2015-06-17	Paper
Distribution of maximum loss of fractional Brownian motion with drift	2014-03-14	Paper
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift	2013-04-18	Paper

Research outcomes over time

This page was built for person: Ceren Vardar-Acar