Items where Author is "Pistorius, Martijn R"

Item Type No Grouping

Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Zervos, Mihail and Bronstein, Anne Laure and Hughston, Lane P and Pistorius, Martijn R

On future drawdowns of Lévy processes. Baurdoux, Erik J. and Palmowski, Z and Pistorius, Martijn R