4. Mathematics
  5. Probability

Diana Dorobantu

Mathematics – Probability

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A class of optimal stopping problems for Markov processes

Mathematics – Probability
Scientific paper

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An extension of Davis and Lo's contagion model

Economy – Quantitative Finance – Risk Management
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Arrêt optimal pour les processus de Markov forts et les fonctions affines

Mathematics – Probability
Scientific paper

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First passage time law for some jump-diffusion processes : existence of a density

Mathematics – Probability
Scientific paper

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Optimal stopping for Lévy processes and affine functions

Mathematics – Probability
Scientific paper

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