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Publication:2784224
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zbMath0994.60045MaRDI QIDQ2784224

Goran Peskir

Publication date: 18 April 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionOrnstein-Uhlenbeck processfree-boundary problemsAzema-Yor stopping timeprinciples of optimal stoppingSkorokhod embeding


Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)


Related Items (2)

American step-up and step-down default swaps under Lévy models ⋮ Some remarks on first passage of Lévy processes, the American put and pasting principles






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