Profiles

Goran Peskir

Professor of Probability, Department of Mathematics, The University of Manchester

Verified email at maths.man.ac.uk

Cited by 5609

Brownian motion stochastic calculus Markov processes optimal stopping free boundary problems

Sergei Levendorskii

Calico Science Consulting, Partner

Verified email at utexas.edu

Cited by 5013

Pricing of contingent claims Optimal stopping Real options Computational Finance

Vladimir Mazalov

Институт прикладных математических исследований Карельского

Verified email at krc.karelia.ru

Cited by 3496

game theory operations research optimal stopping networking

Luis HR Alvarez E.

Turku School of Economics, Department of Accounting and Finance

Verified email at utu.fi

Cited by 2646

Real options Optimal stopping Singular stochastic control Impulse control Knightian uncertainty

Youssef Ouknine

Professor of Mathematics, Cadi Ayyad University & Mohammed VI Polytechnic University

Verified email at uca.ac.ma

Cited by 2455

Stochastic Differential Equations Backward Stochastic Differential Equations Local Time Optimal Stopping Stochastic Partial

stephane villeneuve

toulouse school of economics

Verified email at univ-tlse1.fr

Cited by 2169

optimal stopping singular control dynamic corporate finance

F. Thomas Bruss

Professor of Mathematics, Université Libre de Bruxelles

Verified email at ulb.ac.be

Cited by 1718

Probability Theory Strategies Optimal Stopping branching processes

Neil Bearden

Strong Intent

Verified email at strongintent.com

Cited by 1361

Behavioral Economics Optimal Stopping

Jan Palczewski

University of Leeds

Verified email at leeds.ac.uk

Cited by 1051

optimal stopping stochastic control numerical methods

Tiziano De Angelis

Professor, School of Management and Economics (Dept. ESOMAS), University of Turin

Verified email at unito.it

Cited by 943

stochastic control optimal stopping mathematical finance

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