Miryana Grigorova

activity

20152026

most citedOptimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

9 citations · 20 across the 11 of their papers we have counts for

collaborators

Showing 2017Show all

2 papers · 1 filter

math.PR2017★ 9 cited

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

Miryana Grigorova, Marie-Claire Quenez

We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-…

math.PR2017★ 7 cited

Doubly Reflected BSDEs and $E^{f}$ -Dynkin games: beyond the right-continuous case

Miryana Grigorova, Peter Imkeller, Youssef Ouknine +1

We formulate a notion of doubly reflected BSDE in the case where the barriers $ξ$ and $ζ$ do not satisfy any regularity assumption and with a general filtration. Under a technical…

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

Doubly Reflected BSDEs and Ef-Dynkin games: beyond the right-continuous case

Doubly Reflected BSDEs and $E^{f}$ -Dynkin games: beyond the right-continuous case