3 results
Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
- Published online by Cambridge University Press:
- 30 March 2016, pp. 1076-1096
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- December 2015
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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 984-996
- Print publication:
- December 2006
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On Maxima and Ladder Processes for a Dense Class of Lévy Process
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 208-220
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- March 2006
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