Miryana Grigorova - Dokumente zum Namen

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[ ] Optimal stopping with f -expectations: the irregular case

arxiv.org

Submission history. From: Miryana Grigorova [view email] [via CCSD proxy] [v1] Mon, 28 Nov :22:39 UTC (35 KB) [v2] Mon, 29 May :08:13 UTC ...

Wirtschaftsuniversität Wien: BBS Summer Term PhD Research...

www.wu.ac.at

Miryana Grigorova (Humboldt-Universität zu Berlin): Choquet integrals, stochastic orders and risk measures ! Change of location: room D (Building D4, ...

[ v1] Optimal stopping and a non-zero-sum Dynkin game in...

arxiv.org

Authors:Miryana Grigorova, Marie-Claire Quenez (LPMA). (Submitted on 10 May 2017). Abstract: We first study an optimal stopping problem in ...

Stochastic orderings with respect to a capacity and an application to...

www.degruyter.com

Miryana Grigorova. 1 Laboratoire de Probabilités et Modèles Aléatoires (CNRS-UMR 7599); Université Paris Diderot (Paris 7); 5 rue Thomas Mann; Paris ...

[ ] Doubly Reflected BSDEs and ${\cal E}^{f}$-Dynkin games:...

arxiv.org

From: Miryana Grigorova [view email] [v1] Mon, 3 Apr :50:37 UTC (71 KB) [v2] Mon, 29 May :11:27 UTC (80 KB) [v3] Wed, 18 Jul :51:

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Dokumente zum Namen Miryana Grigorova

[ ] Optimal stopping with f -expectations: the irregular case

Wirtschaftsuniversität Wien: BBS Summer Term PhD Research...

[ v1] Optimal stopping and a non-zero-sum Dynkin game in...

Stochastic orderings with respect to a capacity and an application to...

[ ] Doubly Reflected BSDEs and ${\cal E}^{f}$-Dynkin games:...