SFB 649 Discussion Paper 2006-068 Integral Options in Models with Jumps Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control Sciences, Moscow, Russia This research...

SFB 649 Discussion Paper 2006-058 Perpetual Barrier Options in Jump-Diffusion Models Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control Sciences, Moscow, Russia ...

SFB 649 Discussion Paper 2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of...

SFB 649 Discussion Paper 2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control...

SFB 649 Discussion Paper 2006-060 On Maximal Inequalities for some Jump Processes Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control Sciences, Moscow, Russia ...

SFB 649 Discussion Paper 2006-043 An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems Denis Belomestny* Pavel V. Gapeev** * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany ** Russian Academy of...