16 results
Stopping problems with an unknown state
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 09 August 2023, pp. 515-528
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- June 2024
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Monotonicity of implied volatility for perpetual put options
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 19 June 2023, pp. 301-310
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- March 2024
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Disorder detection with costly observations
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 25 April 2022, pp. 338-349
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- June 2022
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A renewal theory approach to two-state switching problems with infinite values
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- Journal of Applied Probability / Volume 57 / Issue 1 / March 2020
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- 04 May 2020, pp. 1-18
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- March 2020
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Phase evolution of radio frequency magnetron sputtered Cr-rich (Cr,Zr)2O3 coatings studied by in situ synchrotron X-ray diffraction during annealing in air or vacuum
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- Journal of Materials Research / Volume 34 / Issue 22 / 28 November 2019
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- 28 November 2019, pp. 3735-3746
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- 28 November 2019
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Dynkin games with heterogeneous beliefs
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 236-251
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- March 2017
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Momentum liquidation under partial information
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 341-359
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- June 2016
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Childhood dyspraxia predicts adult-onset nonaffective–psychosis-spectrum disorder
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- Development and Psychopathology / Volume 27 / Issue 4pt1 / November 2015
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- 05 January 2015, pp. 1323-1330
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The Optimal Dividend Problem in the Dual Model
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 746-765
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- September 2014
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Optimal Closing of a Momentum Trade
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 374-387
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- June 2013
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Optimal liquidation of a call spread
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 586-593
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- June 2010
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Optimal Stopping of a Brownian Bridge
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 170-180
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- March 2009
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Bounds for perpetual American option prices in a jump diffusion model
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 867-873
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- September 2006
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Superreplication of Options on Several Underlying Assets
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 27-38
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- March 2005
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Russian options with a finite time horizon
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- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
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- 14 July 2016, pp. 313-326
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- June 2004
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Perpetual American put options in a level-dependent volatility model
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- Journal of Applied Probability / Volume 40 / Issue 3 / September 2003
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- 14 July 2016, pp. 783-789
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- September 2003
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