Mordecki, Ernesto - Centro de Matemática, Universidad de la República

• Perpetual Options for L evy Processes in the Bachelier Model
• Optimal Stopping and Perpetual Options for Levy processes
• The distribution of the maximum of a L evy process with positive jumps of phase-type
• Optimal Stopping for a Diffusion with Jumps \Lambda Ernesto Mordecki
• Elementary Proofs on Optimal Stopping 1 Ernesto Mordecki
• Flocking in noisy environments Felipe Cucker
• Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions
• Optimal stopping of Hunt and Lvy processes
• Optimal Stopping for a Diffusion with Jumps Ernesto Mordecki
• Wiener-Hopf factorization for Levy processes having negative jumps with rational transforms
• The distribution of the maximum of a Levy process with positive jumps of phase-type
• Bounds on option prices for semimartingale market models
• Elementary Proofs on Optimal Stopping 1 Ernesto Mordecki
• Perpetual Options for Levy Processes in the Bachelier Model
• Ruin probabilities for Levy processes with mixed-exponential negative jumps
• Optimal Stopping and Maximal Inequalities for Poisson Processes
• Ruin probabilities for L evy processes with mixed-exponential negative jumps
• A note on ``Optimal stopping and perpetual options for Levy processes''
• Pricing Derivatives on Two-dimensional Levy Jose Fajardo
• A note on "Optimal stopping and perpetual options for Levy processes"
• Optimal Stopping for a Diffusion with Jumps Ernesto Mordecki
• RUIN PROBABILITIES AND OPTIMAL STOPPING FOR A DIFFUSION WITH JUMPS
• Perpetual Options for L'evy Processes in the Bachelier Model
• NECESSARY CONDITIONS FOR STABLE CONVERGENCE OF SEMIMARTINGALES
• Bounds on option prices for semimartingale market models
• Symmetry and Duality in Levy Markets Jose Fajardo
• STRONG CONVERGENCE OF STATISTICAL EXPERIMENTS AND HELLINGER PROCESSES.
• Duality and Derivative Pricing with L'evy Processes
• Wiener-Hopf factorization for L'evy processes having negative jumps with rational transforms
• Ruin probabilities for L'evy processes with mixed-exponential negative jumps *
• The distribution of the maximum of a L'evy process with positive jumps of phase-type *
• Duality and Derivative Pricing with Levy Jose Fajardo
• Counting Knight's Tours through the Randomized Warnsdorff Rule
• Bounds on option prices for semimartingale market models
• ASYMPTOTIC MIXED NORMALITY AND HELLINGER PROCESSES
• A note on "Optimal stopping and perpetual options for L'evy processes"
• Optimal Stopping and Perpetual Options for L'evy processes
• Optimal Stopping and Maximal Inequalities for Poisson Processes
• OPTIMAL STOPPING FOR A COMPOUND POISSON PROCESS WITH EXPONENTIAL JUMPS
• Integral Option Kramkov D.O.
• Elementary Proofs on Optimal Stopping 1 Ernesto Mordecki