Erik J. Baurdoux

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Erik J. Baurdoux trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Martijn Pistorius
  2. Goran Peskir
  3. Andreas E. Kyprianou
  4. Ernesto Mordecki
  5. Albert N. Shiryaev
  6. Florin Avram
  7. Terence Chan

Who trusts Erik J. Baurdoux overall

  1. Goran Peskir

Papers from Erik J. Baurdoux's perspective

Ordered by how strongly the researchers Erik J. Baurdoux trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  2. Sequential testing problems for Poisson processes
  3. Smoothness of scale functions for spectrally negative Lévy processes
  4. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
  5. A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes
  6. Optimal stopping and perpetual options for Lévy processes
  7. Stochastic Integration with Jumps
  8. Solving the Poisson Disorder Problem
  9. On optimal stopping and free boundary problems
  10. Russian and American put options under exponential phase-type Lévy models

Their papers