Luis Alvarez:       A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions
Katsunori Ano:       Optimal Stopping Problem with Uncertain Stopping and its Application to Discrete Options
Vadim Arkin:       A Variational Approach To An Optimal Stopping And Free-Boundary Problems
Erik Baurdoux:       The SheppShiryaev stochastic game driven by a spectrally negative Lvy process
Ljudmila Bordag:       Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis
Bruno Bouchard:       Optimal control under stochastic target contraints
F. Thomas Bruss:       Optimal Stopping with Two Types of Constraints
Sren Christensen:       On measure-changing-techniques for optimal stopping of diffusions
Tatjana Chudjakow:       The Best Choice Problem under Ambiguity
Savas Dayanik:       Compound Poisson Disorder Problems with Nonlinear Detection Delay Penalty Cost Functions
Freddy Delbaen:       Monetary time consistent utility functions
Boualem Djehiche:       Stochastic impulse control for non-Markov processes
Yan Dolinsky:       Applications of Weak Convergence for Hedging of American and Game Options
Jacques Du Toit:       A Sojourn Time Problem for Brownian Motion with Drift
Erik Ekstrm:       Optimal liquidation of a call spread
Pavel Gapeev:       Some optimal stopping problems in models with partial information
Kristoffer Glover:       Path Dependent British Options
Ilie Grigorescu:       Optimal Strategy for the Vardi Casino with Interest Payments
Kurt Helmes:       A linear programming method to derive optimal thinning strategies for classes of stochastic forest models
David Hobson:       Recovering a time-homogeneous price process from perpetual option prices
Yuri Kifer:       Perfect and Partial Hedging for Multiple Exercise (Swing) Game Options
Anna Krasnosielska:       Optimal stopping time problem with random lifetime
Andreas Kyprianou:       General tax structures and the Lvy insurance risk model
Jukka Lempa:       Optimal Timing with Poisson Clock
Hans Rudolf Lerche:       Generalized Parking Problems
Ronnie Loeffen:       De Finetti's dividend problem with absolutely continuous controls
Mike Ludkovski:       A Simulation Approach to Optimal Stopping under Partial Information
Robin Lundgren:       Optimal Stopping and Reselling of European Options
Koichi Matsumoto:       Simple Improvement Method of Upper Bound of American Options
Vladimir Mazalov:       Best-choice problem with disorder and imperfect information
Isaac Meilijson:       The expected diameter of an L^2-bounded martingale is attainably bounded from above by sqrt(3) times the standard deviation of the last term
Mohammed Mikou:       The smooth-fit principle of the American put price in the exponential Lvy model
Toru Nakai:       Properties of a Maintenance System on a Partially Observable Markov Process and an Optimal Stopping Problem
Juan Carlos Pardo:       The Gapeev-Khn stochastic game driven by spectrally positive Lvy process
Adam Pasternak-Winiarski:       Optimal stopping of a risk process in a continuous-time disorder model
Jesper Lund Pedersen:       Some Non-standard Non-linear Optimal Stopping Problems
Goran Peskir:       The British Put-Call Symmetry
Huyn Pham:       Optimal portfolio liquidation with execution cost and risk
Ernst Presman:       Modification of Sonin's algorithm for optimal stopping of Markov chain
David Ramsey:       Mutual Mate Choice with Multiple Criteria
Nasir Rehman:       American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate
Benote de Saporta:       Numerical method for optimal stopping of piecewise deterministic Markov processes
Jennifer Sexton:       Optimal Portfolio Selection in Carbon Emissions Market
Larry Shepp:       How To Gamble If You Must (and if you really hate to gamble)
Albert Shiryaev:       TBA
Isaac M. Sonin:       The Optimal Stopping of "Seasonal" Observations and the Game of "Seasonal" Stopping
Constantine Steinberg:       Continue, Stop, Restart Probability Model
Richard Stockbridge:       A Novel Analysis of Entry-and-Exit Investment Decisions
Krzysztof Szajowski:       On optimal stopping of risk process
Mitsushi Tamaki:       Optimal Choice of the Best Available Applicant in the Full-Information Models with Uncertain Selection
Kees Van Schaik:       On the McKean optimal stopping game driven by a spectrally negative Lvy process
Stephane Villeneuve:       On the modelling of Debt Maturity and Endogenous Default: A caveat
Jrg Vorbrink:       Exercise Strategies for American Exotic Options under Ambiguity
Peter Windridge:       Minimising the Time to a Majority Decision
Hao Xing:       On the Optimal Stopping Problems for Lvy Processes
Mingxin Xu:       Infinite Horizon Optimal Search Problem with Hiring and Firing Options
Mihail Zervos:       π options
Cun-Hui Zhang:       Primitive casinos in the presence of inflation
Bernt ksendal:       Optimal stopping and stochastic control differential games for jump diffusions