The following pages link to Erik J. Baurdoux (Q303565):
Displaying 19 items.
- Optimal prediction for positive self-similar Markov processes (Q303567) (← links)
- (Q544518) (redirect page) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011) (← links)
- Predicting the last zero of a spectrally negative Lévy process (Q2041476) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Optimal double stopping of a Brownian bridge (Q2786434) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- (Q3397638) (← links)
- Examples of optimal stopping via measure transformation for processes with one-sided jumps (Q3429347) (← links)
- The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (Q3556739) (← links)
- Further calculations for Israeli options (Q4659573) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- (Q5758068) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
