Authors: Davis, M. H. A. Zervos, M.

Citation: A. Davis, M. H. et M. Zervos,, A Problem of Singular Stochastic Control with Discretionary Stopping, Annals of applied probability , 4(1), 1994, pp. 226-240

Authors: Davis, M. H. A. Pistorius, M. R.

Citation: A. Davis, M. H. et R. Pistorius, M., Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk, Annals of applied probability , 25(5), 2015, pp. 2383-2415