Hedging with risk for game options in discrete time

By Dolinsky Yan   Kifer Yuri  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 1-2, 2007-02 ,pp. : 169-195

Taylor & Francis Ltd

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Filling the gap between American and Russian options: adjustable regret

By Dayanik Savas   Ludkovski Michael  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 1-2, 2007-02 ,pp. : 61-83

Taylor & Francis Ltd

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Recognising the last record of sequence

By Gnedin Alexander  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 199-209

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Boundary conditions for computing densities in hybrid models via PDE methods

By Lucic Vladimir  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 84, Iss. 5-6, 2012-10 ,pp. : 705-718

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Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule

By Morlais Marie-Amelie  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 1-26

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