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Ernesto Mordecki

Identifiers

  • name variant Ernesto Mordecki 0.60 · backfill

Papers (21)

  1. Optimal stopping of oscillating Brownian motion math.PR · 2019 · author #1
  2. Optimal stopping of Brownian motion with broken drift math.PR · 2018 · author #1
  3. A non-iterative algorithm for generalized Pig games math.PR · 2018 · author #2
  4. Asymptotic normality of high level-large time crossings of a Gaussian process math.PR · 2017 · author #3
  5. Level sets and drift estimation for reflected Brownian motion with drift math.ST · 2016 · author #3
  6. On optimal stopping of multidimensional diffusions math.PR · 2016 · author #3
  7. Modelling the Uruguayan debt through gaussians models q-fin.PR · 2015 · author #2
  8. Optimal stopping for Levy processes with polynomial rewards math.PR · 2015 · author #1
  9. On the number of open knight's tours math.CO · 2015 · author #2
  10. Computing Greeks for L\'evy Models: The Fourier Transform Approach q-fin.PR · 2014 · author #2
  11. A finite exact algorithm to solve a dice game math.OC · 2014 · author #2
  12. Robustness of Cucker-Smale flocking model math.PR · 2014 · author #3
  13. Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions math.PR · 2013 · author #2
  14. Rice Formula for processes with jumps and applications math.PR · 2012 · author #2
  15. Is a Brownian skew? math.PR · 2011 · author #2
  16. Optimal minimax strategy in a dice game math.PR · 2009 · author #2
  17. Cucker-Smale Flocking Under Hierarchical Leadership and Random Interactions math.PR · 2009 · author #2
  18. Skewness Premium with L\'evy Processes math.PR · 2008 · author #2
  19. Symmetry and Time Changed Brownian Motions math.PR · 2008 · author #2
  20. Flocking in noisy environments math.DS · 2007 · author #2
  21. Optimal stopping of Hunt and L\'evy processes math.PR · 2006 · author #1

Mentions

  • 1508.00108 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1507.06258 #1 · backfill · confidence 0.70 Ernesto Mordecki
  • 1507.03642 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1407.1343 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1405.7488 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1405.0317 #3 · backfill · confidence 0.70 Ernesto Mordecki
  • 1302.0712 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1212.5938 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 1101.0933 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 0912.5518 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 0912.4535 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 0810.4485 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 0810.4271 #2 · backfill · confidence 0.70 Ernesto Mordecki
  • 0706.3343 #2 · backfill · confidence 0.70 Ernesto Mordecki

Frequent Coauthors