Items where Author is "Pistorius, Martijn R"

Article

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Palmowski, Z and Pistorius, Martijn R (2017) On future drawdowns of Lévy processes. Stochastic Processes and Their Applications, 127 (8). pp. 2679-2698. ISSN 0304-4149

Zervos, Mihail ORCID: 0000-0001-5194-6881, Bronstein, Anne Laure, Hughston, Lane P and Pistorius, Martijn R (2006) Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Journal of Applied Probability, 43 (4). pp. 984-996. ISSN 0021-9002