"Baurdoux, Erik J."

Article

Baurdoux, Erik J., 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. and Van Schaik, K. (2011) Further calculations for the McKean stochastic game for a spectrally negative levy process: from a point to an interval. Journal of applied probability, 48 (1). pp. 200-216. ISSN 0021-9002

Baurdoux, Erik J. (2009) Last exit before an exponential time for spectrally negative Lévy processes. Journal of applied probability, 46 (2). pp. 542-588. ISSN 0021-9002

Baurdoux, Erik J. (2009) Some excursion calculations for reflected Lévy processes. ALEA: Latin American journal of probability and mathematical statistics, 6 . pp. 149-162. ISSN 1980-0436

Baurdoux, Erik J. 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. and Kyprianou, Andreas E. (2008) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teoriya Veroyatnostei i ee Primeneniya, 53 (3). pp. 588-609. ISSN 0040-361X

Baurdoux, Erik J. 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. (2007) Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an international journal of probability and stochastic processes, 79 (3 & 4). pp. 303-307. ISSN 1744-2508

Baurdoux, Erik J. and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and stochastics reports, 76 (6). pp. 546-569. ISSN 1045-1129

Thesis

Baurdoux, Erik J. (2007) Fluctuation theory and stochastic games for spectrally negative Lévy processes. PhD thesis, Universiteit Utrecht.