Ott, Curdin Optimal stopping problems for the maximum process with upper and lower caps. (English) Zbl 1290.60048 Ann. Appl. Probab. 23, No. 6, 2327-2356 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60G51 60J75 PDFBibTeX XMLCite \textit{C. Ott}, Ann. Appl. Probab. 23, No. 6, 2327--2356 (2013; Zbl 1290.60048) Full Text: DOI arXiv
Kyprianou, Andreas E.; Ott, Curdin Spectrally negative Lévy processes perturbed by functionals of their running supremum. (English) Zbl 1260.60094 J. Appl. Probab. 49, No. 4, 1005-1014 (2012). MSC: 60G51 60K05 60K15 91B30 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{C. Ott}, J. Appl. Probab. 49, No. 4, 1005--1014 (2012; Zbl 1260.60094) Full Text: DOI arXiv Euclid