60G40 Stopping times; optimal stopping problems; gambling theory

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Videos linked to 60G40 Stopping times; optimal stopping problems; gambling theory

01:09:44

published on November 2, 2020

Optimizing dividends and limited capital injections via exponential approximations I

By Florin Avram

41:12

published on November 17, 2017

Pathwise or quasi-sure towards dynamic robust framework for pricing and hedging

By Jan Obloj

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Optimal Skorokhod embedding problem

By Gaoyue Guo

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published on September 11, 2014

Arbitrages in a progressive enlargement of filtration

By Monique Jeanblanc

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