Items where Author is "Kyprianou, Andreas E."

Number of items: 6.
  • Further calculations for Israeli options. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Baurdoux, Erik J. and Kyprianou, Andreas E. and Pardo, J.C.
  • The McKean stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • Optimal prediction for positive self-similar Markov processes. Baurdoux, Erik J. and Kyprianou, Andreas E. and Ott, Curdin
  • The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.
  • The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Baurdoux, Erik J. and Kyprianou, Andreas E.