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Mordecki, É
Statistics Math-Net.Ru
Total publications: 5
Scientific articles: 5
Presentations: 1

Number of views:
This page:169
Abstract pages:1835
Full texts:736
References:141
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https://www.mathnet.ru/eng/person27466
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/366278

Publications in Math-Net.Ru Citations
2003
1. É. Mordecki, “Ruin probabilities for Lévy processes with mixed-exponential negative jumps”, Teor. Veroyatnost. i Primenen., 48:1 (2003),  188–194  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:1 (2004), 170–176  isi 26
2002
2. É. Mordecki, “Perpetual Options for Lévy Processes in the Bachelier Model”, Trudy Mat. Inst. Steklova, 237 (2002),  256–264  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 237 (2002), 247–255 5
3. A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Trudy Mat. Inst. Steklova, 237 (2002),  80–122  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 237 (2002), 73–113 20
1999
4. E. Mordecki, “Necessary conditions for stable convergence of semimartingales”, Teor. Veroyatnost. i Primenen., 44:1 (1999),  229–232  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:1 (2000), 217–221  isi 2
1994
5. D. O. Kramkov, É. Mordecki, “Integral option”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  201–211  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 162–172  isi 24

Presentations in Math-Net.Ru
1. Optimal stopping: representation theorems and new examples
Ernesto Mordecki
International conference "Advanced Finance and Stochastics"
June 28, 2013 10:30   

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