Miryana Grigorova und Marie-Claire Quenez - Info zur Person

(1 - 14 von 15

)

[ 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 ...

CRC 1283: Taming uncertainty and profiting from randomness and low...

www.sfb1283.uni-bielefeld.de

Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez PDF. Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case. Project: C3. Published: Electronic Journal of Probability 23 (2018), 122: 1–38

EconPapers: Optimal stopping with f -expectations: the irregular case

econpapers.repec.org

By Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez; Abstract: We consider the optimal stopping problem with ...

EconPapers: Optimal stopping and a non-zero-sum Dynkin game in...

econpapers.repec.org

By Miryana Grigorova and Marie-Claire Quenez; Abstract: We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time ...

Reflected BSDEs when the obstacle is not right EconPaperseconpapers.repec.org › RePEc:arx:...

econpapers.repec.org

By Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine and Marie-Claire Quenez; Abstract: In the first part of the paper, we study ...

Alle Infos zum Namen "Miryana Grigorova"

Quant Sanity Preserver

www.quant-arxiv-sanity.com

Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez (v1: )math.PR | math.OC | q-fin.CP v5pdf

BSDEs with default jump - Inriahal.inria.fr › hal

hal.inria.fr

Citation. Roxana Dumitrescu, Miryana Grigorova, Marie-Claire Quenez, Agnès Sulem. BSDEs with default jump. Elena Celledoni; Giulia Di Nunno; Kurusch ...

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

scirate.com

Miryana Grigorova,; Peter Imkeller,; Youssef Ouknine,; Marie-Claire Quenez. We formulate a notion of doubly reflected BSDE in the case where ...

Doubly Reflected BSDEs and non-linear Dynkin games: beyond...

programme.exordo.com

Miryana Grigorova (University Bielefeld); Peter Imkeller (Humboldt-Universität zu Berlin); Youssef Ouknine (Universite Cadi Ayyad); Marie-Claire Quenez ...

Optimal stopping and a non-zero-sum Dynkin game in discrete time with...

hal.ird.fr

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs. Miryana Grigorova 1 Marie-Claire Quenez 2. Détails.

Optimal stopping and a non-zero-sum Dynkin game in ...hal.univ-brest.fr › PMA › hal

hal.univ-brest.fr

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs. Miryana Grigorova 1 Marie-Claire Quenez 2. Détails.

Reflected BSDEs when the obstacle is not right-continuous and optimal...

hal.uca.fr

Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez. Reflected BSDEs when the obstacle is not right-continuous and optimal ...

Altmetric – Reflected BSDEs when the obstacle is not right-continuous...

www.altmetric.com

... and optimal stopping. Published in. arXiv, April Authors. Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez ...

Superhedging prices of European and American options in a non-linear...

hal.inria.fr

Superhedging prices of European and American options in a non-linear incomplete market with default. Miryana Grigorova 1 Marie-Claire Quenez 2 Agnès ...

Verwandte Suchanfragen zu Miryana Grigorova

Peter Imkeller

Personen
Vorname "Miryana" (11)
Name "Grigorova" (53)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Miryana Grigorova und Marie-Claire Quenez Person-Info