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Constrained optimal stopping under a regime-switching model
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- Journal of Applied Probability , First View
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- 27 March 2024, pp. 1-20
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A queueing system with an SIR-type infection
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- Probability in the Engineering and Informational Sciences , First View
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- 16 January 2024, pp. 1-20
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Stochastic ordering results on the duration of the gambler’s ruin game
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 06 October 2023, pp. 603-621
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- June 2024
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Optimal stopping methodology for the secretary problem with random queries
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 02 October 2023, pp. 578-602
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- June 2024
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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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An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 04 July 2023, pp. 279-300
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- March 2024
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OPTIMAL STOPPING PROBLEMS WITH A RANDOM TIME HORIZON
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
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- 29 June 2023, pp. 345-346
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- October 2023
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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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Predicting the last zero before an exponential time of a spectrally negative Lévy process
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 16 January 2023, pp. 611-642
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- June 2023
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On moments of downward passage times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 16 November 2022, pp. 452-464
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- June 2023
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Optimal stopping under g-Expectation with ${L}\exp\bigl(\mu\sqrt{2\log\!(1+\textbf{L})}\bigr)$ -integrable reward process
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 14 September 2022, pp. 241-252
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- March 2023
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Optimal multiple stopping problem under nonlinear expectation
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 08 September 2022, pp. 151-178
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- March 2023
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Discounted optimal stopping problems in first-passage time models with random thresholds
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 27 June 2022, pp. 714-733
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- September 2022
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Discrete-time risk-aware optimal switching with non-adapted costs
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 625-655
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- June 2022
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On the Sn/n problem
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- Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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- 17 May 2022, pp. 571-583
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- June 2022
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Fair gambler’s ruin stochastically maximizes playing time
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 10 March 2022, pp. 656-659
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- June 2022
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General drawdown of general tax model in a time-homogeneous Markov framework
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1131-1151
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- December 2021
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A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 400-424
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- June 2021
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Solving high-dimensional optimal stopping problems using deep learning
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- European Journal of Applied Mathematics / Volume 32 / Issue 3 / June 2021
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- 27 April 2021, pp. 470-514
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Model-independent pricing with insider information: a skorokhod embedding approach
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 30-56
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- March 2021
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