Ernesto Mordecki

Available identifiers

zbMath Open mordecki.ernestoWikidataQ5394210 ScholiaQ5394210MaRDI QIDQ1297913

List of research outcomes

Publication	Date of Publication	Type
Minimum description length for selection of models of musical rhythm	2024-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q6146344	2024-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q6146351	2024-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q6146358	2024-01-10	Paper
Diffusion spiders: Green kernel, excessive functions and optimal stopping	2024-01-09	Paper
Two sided ergodic singular control and mean field game for diffusions	2023-06-15	Paper
On the finiteness of the moments of the measure of level sets of random fields	2023-06-05	Paper
Two consistent estimators for the skew Brownian motion	2023-03-09	Paper
An algorithm to solve optimal stopping problems for one-dimensional diffusions	2023-01-09	Paper
On the impact of the Covid-19 health crisis on GDP forecasting: an empirical approach	2022-09-23	Paper
Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs	2022-02-08	Paper
Two-sided optimal stopping for Lévy processes	2022-01-06	Paper
Level sets and drift estimation for reflected Brownian motion with drift	2021-04-27	Paper
Optimal stopping of oscillating Brownian motion	2019-09-19	Paper
A non-iterative algorithm for generalized pig games	2019-08-20	Paper
On optimal stopping of multidimensional diffusions	2019-06-28	Paper
Asymptotic normality of high level-large time crossings of a Gaussian process	2019-06-04	Paper
Optimal stopping of Brownian motion with broken drift	2018-11-14	Paper
SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW	2018-04-11	Paper
Computing Greeks for Lévy Models: The Fourier Transform Approach	2018-03-09	Paper
Modelling the Uruguayan Debt Through Gaussians Models	2018-03-09	Paper
Pricing bond options in emerging markets: a case study	2018-01-12	Paper
Hierarchical Cucker-Smale Model Subject to Random Failure	2017-09-08	Paper
Optimal Stopping for Lévy Processes with One-Sided Solutions	2016-10-05	Paper
A finite exact algorithm to solve a dice game	2016-04-29	Paper
Optimal stopping for Levy processes with polynomial rewards	2015-07-22	Paper
On the number of open knight's tours	2015-07-13	Paper
Skewness premium with Lévy processes	2015-04-16	Paper
Rice formula for processes with jumps and applications	2015-04-15	Paper
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions	2014-08-14	Paper
Is a Brownian Motion Skew?	2014-05-26	Paper
Robustness of Cucker-Smale flocking model	2014-05-01	Paper
Cucker–Smale Flocking Under Hierarchical Leadership and Random Interactions	2011-11-10	Paper
Is a Brownian skew?	2011-01-05	Paper
Adaptive Weak Approximation of Diffusions with Jumps	2009-08-20	Paper
Symmetry and Time Changed Brownian Motions	2008-10-23	Paper
Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms	2008-04-30	Paper
Flocking in noisy environments	2008-04-10	Paper
Optimal stopping of Hunt and Lévy processes	2007-03-30	Paper
A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets	2006-10-23	Paper
Counting Knight's Tours through the Randomized Warnsdorff Rule	2006-08-31	Paper
Symmetry and duality in Lévy markets	2006-08-21	Paper
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES	2006-05-10	Paper
Approximation of the occupation measure of Lévy processes	2005-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q4680643	2005-06-07	Paper
Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps	2004-12-16	Paper
Optimal stopping and perpetual options for Lévy processes	2004-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4431586	2003-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4802405	2003-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4802417	2003-04-27	Paper
Necessary Conditions for Stable Convergence\\ of Semimartingales	2000-10-19	Paper
Optimal stopping for a diffusion with jumps	1999-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4356495	1999-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q4845602	1996-02-20	Paper
Asymptotic mixed normality and hellinger processes	1995-12-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ernesto Mordecki