المؤلفون: Yang, Xiaofeng, Pedraza Ramirez, Jose M., Li, Bin

المصدر: Yang , X , Pedraza Ramirez , J M & Li , B 2025 , ' Last Exit Time until First Exit Time for Spectrally Negative Lévy Processes ' , Journal of Applied Probability . https://doi.org/10.1017/jpr.2024.104

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/56f545a6-154a-4bb0-b483-9590c91d51c1
https://doi.org/10.1017/jpr.2024.104
https://pure.manchester.ac.uk/ws/files/355610841/Last_Exit_before_First_Exit_final.pdf

المؤلفون: Baurdoux, Erik, Pedraza Ramirez, Jose M.

المصدر: Baurdoux , E & Pedraza Ramirez , J M 2024 , ' L p optimal prediction of the last zero of a spectrally negative Lévy process ' , Annals of Applied Probability , vol. 34 , no. 1B , pp. 1350–1402 . https://doi.org/10.1214/23-AAP1994

مصطلحات موضوعية: L{\'{e}}vy processes, optimal prediction, optimal stopping

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/be96ca3a-c9a2-45a5-9b83-8c604617561c
https://doi.org/10.1214/23-AAP1994
https://pure.manchester.ac.uk/ws/files/293293155/April2023Lpoptimalprediction.pdf

المؤلفون: Pedraza Ramirez, Jose M., Baurdoux, Erik

المصدر: Pedraza Ramirez , J M & Baurdoux , E 2023 , ' Predicting the last zero before an exponential time of a spectrally negative Lévy process ' , Advances in Applied Probability , vol. 55 , no. 2 , pp. 611-642 . https://doi.org/10.1017/apr.2022.47

مصطلحات موضوعية: Lévy processes, optimal prediction, optimal stopping

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/74df0184-e43d-4877-993c-538d92546ce7
https://doi.org/10.1017/apr.2022.47
https://pure.manchester.ac.uk/ws/files/288582466/predicting_exp_timeJuly2022.pdf
http://www.scopus.com/inward/record.url?scp=85159298176&partnerID=8YFLogxK
https://www.mendeley.com/catalogue/d53dcf43-6401-305b-b22b-f835b729cd0f/

المؤلفون: Landriault, David, Li, Bin, Pedraza Ramirez, Jose M.

المصدر: Landriault , D , Li , B & Pedraza Ramirez , J M 2023 , ' Optimal Stopping for Exponential Lévy Models with Weighted Discounting ' , SIAM Journal on Financial Mathematics , vol. 14 , no. 3 , pp. 777-811 . https://doi.org/10.1137/22M1513538

مصطلحات موضوعية: L'evy processes, optimal stopping, time inconsistency, weighted discounting

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/f4cb7c75-7c55-4c26-b46c-cdda2dbaa742
https://doi.org/10.1137/22M1513538
https://pure.manchester.ac.uk/ws/files/288582195/weightediscountingOS_sifin_accepted.pdf
http://www.scopus.com/inward/record.url?scp=85168585984&partnerID=8YFLogxK
https://www.mendeley.com/catalogue/57adebb9-4e1b-3a87-9567-b53dca5beb52/