Authors: Jacka, Saul Berkaoui, Abdelkarem

Citation: Jacka, Saul et Berkaoui, Abdelkarem, On the density of properly maximal claims in financial markets with transaction costs, Annals of applied probability , 17(2), 2007, pp. 716-740

Authors: Jacka, Saul

Citation: Jacka, Saul, Avoiding the origin: A finite-fuel stochastic control problem, Annals of applied probability , 12(4), 2002, pp. 1378-1389

Authors: Assing, Sigurd Jacka, Saul Ocejo, Adriana

Citation: Assing, Sigurd et al., Monotonicity of the value function for a two-dimensional optimal stopping problem, Annals of applied probability , 24(4), 2014, pp. 1554-1584

Authors: Jacka, Saul Warren,Jon Windridge, Peter

Citation: Jacka, Saul et al., Minimizing the time to a decision, Annals of applied probability , 21(5), 2011, pp. 1795-1826