Items where Author is "Kyprianou, Andreas E."

Article

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Kyprianou, Andreas E. and Ott, Curdin (2016) Optimal prediction for positive self-similar Markov processes. Electronic Journal of Probability, 21. ISSN 1083-6489

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Kyprianou, Andreas E. and Pardo, J.C. (2011) The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Stochastic Processes and Their Applications, 121 (6). pp. 1266-1289. ISSN 0304-4149

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2009) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Theory of Probability and Its Applications, 53 (3). pp. 481-499. ISSN 0040-585X

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2008) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teorii͡a Veroi͡atnosteĭ i Ee Primenenii͡a, 53 (3). pp. 588-609. ISSN 0040-361X

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2008) The McKean stochastic game driven by a spectrally negative Lévy process. Electronic Journal of Probability, 13. pp. 173-197. ISSN 1083-6489

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and Stochastic Reports, 76 (6). pp. 546-569. ISSN 1045-1129