Number of items: 3.
2019
Jacka, Saul D. and Norgilas, Dominykas
(2019)
On the compensator in the Doob-Meyer decomposition of the Snell envelope.
SIAM Journal on Control and Optimization, 57
(3).
pp. 1869-1889.
doi:10.1137/18M1180931
Hobson, David G. and Norgilas, Dominykas
(2019)
Robust bounds for the American put.
Finance and Stochastics, 23
(2).
pp. 359-395.
doi:10.1007/s00780-019-00385-4
Hobson, David G. and Norgilas, Dominykas
(2019)
The left-curtain martingale coupling in the presence of atoms.
The Annals of Applied Probability, 29
(3).
pp. 1904-1928.
doi:10.1214/18-AAP1450
This list was generated on Sat Dec 7 13:51:52 2019 GMT.
