Edit Profile (opens in new tab) Ott, Curdin Co-Author Distance Author ID: ott.curdin Published as: Ott, Curdin External Links: MGP Documents Indexed: 5 Publications since 2012 Co-Authors: 2 Co-Authors with 3 Joint Publications 100 Co-Co-Authors Co-Authors 2 single-authored 3 Kyprianou, Andreas E. 1 Baurdoux, Erik Jan Serials 1 Journal of Applied Probability 1 Acta Applicandae Mathematicae 1 The Annals of Applied Probability 1 Electronic Journal of Probability 1 Finance and Stochastics Fields 5 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 5 Publications have been cited 39 times in 24 Documents Cited by ▼ Year ▼ Optimal stopping problems for the maximum process with upper and lower caps. Zbl 1290.60048 Ott, Curdin 16 2013 A capped optimal stopping problem for the maximum process. Zbl 1312.60046 Kyprianou, Andreas; Ott, Curdin 12 2014 Spectrally negative Lévy processes perturbed by functionals of their running supremum. Zbl 1260.60094 Kyprianou, Andreas E.; Ott, Curdin 6 2012 Optimal prediction for positive self-similar Markov processes. Zbl 1346.60121 Baurdoux, Erik J.; Kyprianou, Andreas E.; Ott, Curdin 3 2016 Bottleneck options. Zbl 1318.60045 Ott, Curdin 2 2014 Optimal prediction for positive self-similar Markov processes. Zbl 1346.60121 Baurdoux, Erik J.; Kyprianou, Andreas E.; Ott, Curdin 3 2016 A capped optimal stopping problem for the maximum process. Zbl 1312.60046 Kyprianou, Andreas; Ott, Curdin 12 2014 Bottleneck options. Zbl 1318.60045 Ott, Curdin 2 2014 Optimal stopping problems for the maximum process with upper and lower caps. Zbl 1290.60048 Ott, Curdin 16 2013 Spectrally negative Lévy processes perturbed by functionals of their running supremum. Zbl 1260.60094 Kyprianou, Andreas E.; Ott, Curdin 6 2012 all cited Publications top 5 cited Publications all top 5 Cited by 33 Authors 8 Gapeev, Pavel V. 2 Egami, Masahiko 2 Ivanovs, Jevgeņijs 2 Kort, Peter M. 2 Kyprianou, Andreas E. 2 Lavrutich, Maria N. 2 Li, Libo 2 Oryu, Tadao 2 Ott, Curdin 2 Rodosthenous, Neofytos 2 Van Schaik, Kees 2 Yamazaki, Kazutoshi 1 Al Ghanim, Dalal 1 Al Motairi, Hessah 1 Albrecher, Hansjörg 1 Çağlar, Mine 1 Carvajal Pinto, Mónica B. 1 Chi, Cheng 1 Griffin, Philip S. 1 Landriault, David 1 Loeffen, Ronnie L. 1 Maller, Ross Arthur 1 Palmowski, Zbigniew 1 Pérez Garmendia, Jose Luis 1 Thijssen, Jacco J. J. 1 Thøstesen, Jakob D. 1 Vardar-Acar, Ceren 1 Vidmar, Matija 1 Wang, Wenyuan 1 Watson, Alexander R. 1 Willmot, Gordon E. 1 Wu, Xueyuan 1 Zervos, Mihail all top 5 Cited in 16 Serials 3 Stochastic Processes and their Applications 3 Finance and Stochastics 2 Advances in Applied Probability 2 Insurance Mathematics & Economics 2 Methodology and Computing in Applied Probability 1 Journal of Applied Probability 1 Mathematics of Operations Research 1 Operations Research 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Mathematical Finance 1 Scandinavian Actuarial Journal 1 Stochastics 1 SIAM Journal on Financial Mathematics 1 European Actuarial Journal 1 Stochastic Systems all top 5 Cited in 7 Fields 24 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Partial differential equations (35-XX) 2 Statistics (62-XX) 2 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year