On optimal stopping of multidimensional diffusions von Christensen, Sören, Crocce, Fabián, Mordecki, Ernesto, Salminen, Paavo

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A finite exact algorithm to solve a dice game von Crocce, Fabián, Mordecki, Ernesto

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An algorithm to solve optimal stopping problems for one-dimensional diffusions von Crocce, Fabián, Mordecki, Ernesto

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An algorithm to solve optimal stopping problems for one-dimensional diffusions von Crocce, Fabián, Mordecki, Ernesto

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A non-iterative algorithm for generalized Pig games von Crocce, Fabián, Mordecki, Ernesto

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Optimal stopping for Markov processes with positive jumps von Crocce, Fabian, Mordecki, Ernesto

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Optimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes von Crocce, Fabián

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An algorithm to solve optimal stopping problems for one-dimensional diffusions von Crocce, Fabián, Mordecki, Ernesto

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A non-iterative algorithm for generalized Pig games von Crocce, Fabián, Mordecki, Ernesto

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A finite exact algorithm to solve a dice game von Crocce, Fabián, Mordecki, Ernesto

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Optimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes von Crocce, Fabián

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Optimal stopping for Markov processes with positive jumps von Crocce, Fabian, Mordecki, Ernesto

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Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions von Crocce, Fabián, Mordecki, Ernesto

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On optimal stopping of multidimensional diffusions von Christensen, Sören, Crocce, Fabián, Mordecki, Ernesto, Salminen, Paavo

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A finite exact algorithm to solve a dice game von Crocce, Fabián, Mordecki, Ernesto

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Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions von Crocce, Fabián, Mordecki, Ernesto

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Error analysis in Fourier methods for option pricing von Crocce, Fabián, Häppölä, Juho, Kiessling, Jonas, Tempone, Raúl

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On optimal stopping of multidimensional diffusions von Christensen, Sören, Crocce, Fabián, Mordecki, Ernesto, Salminen, Paavo

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Error analysis in Fourier methods for option pricing von Crocce, Fabián, Häppölä, Juho, Kiessling, Jonas, Tempone, Raúl

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Optimal minimax strategy in a dice game von Crocce, Fabian, Mordecki, Ernesto

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