Mordecki É

Publications in Math-Net.Ru

1. Ruin probabilities for Lévy processes with mixed-exponential negative jumps
   
   Teor. Veroyatnost. i Primenen., 48:1 (2003),  188–194
2. Perpetual Options for Lévy Processes in the Bachelier Model
   
   Trudy Mat. Inst. Steklova, 237 (2002),  256–264
3. Bounds on Option Prices for Semimartingale Market Models
   
   Trudy Mat. Inst. Steklova, 237 (2002),  80–122
4. Necessary conditions for stable convergence of semimartingales
   
   Teor. Veroyatnost. i Primenen., 44:1 (1999),  229–232
5. Integral option
   
   Teor. Veroyatnost. i Primenen., 39:1 (1994),  201–211