Research output per year
Research output per year
Search results
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Differentiablity of excessive functions of one-dimensional diffusions and the principle of smooth fit
Salminen, P. & Ta Quoc, B., 2014, Cornell University Library, arXiv.org > math > arXiv:1310.1901.Research output: Book/Journal/Report › Commissioned report › Professional
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Impulse control and expected suprema
Christensen, S. & Salminen, P., 2015, Preprint in ArXiv.org: 1503.01253.Research output: Book/Journal/Report › Commissioned report › Professional
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Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, G. & Salminen, P., 2014, Cornell University Library, arXiv.org.Research output: Book/Journal/Report › Commissioned report › Professional
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On exponential functionals for processes with independent increments
Salminen, P. & Vostrikova, L., 2016, arXiv.org.Research output: Book/Journal/Report › Commissioned report › Professional
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On exponential functionals of processes with independent increments
Salminen, P. & Vostrikova, L., 2016, ArXiv 1610.08732.Research output: Book/Journal/Report › Commissioned report › Professional
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On first exit times and their means for Brownian bridges
Geiss, C., Luoto, A. & Salminen, P., 2017, arXiv:1711.06107.Research output: Book/Journal/Report › Commissioned report › Professional
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On optimal stopping of multidimensional diffusions
Christensen, S., Crocce, F., Mordecki, E. & Salminen, P., 2016, arXiv.org.Research output: Book/Journal/Report › Commissioned report › Professional
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Riesz representation and optimal stopping with two case studies
Christensen, S. & Salminen, P., 2014, Corenell University Library, arXiv.org > math > arXiv:1309.2469v2.Research output: Book/Journal/Report › Commissioned report › Professional
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Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion
R. Alvarez E., L. H. & Salminen, P., 2016, arXiv.org.Research output: Book/Journal/Report › Commissioned report › Professional