| Discounted optimal stopping of a Brownian bridge, with application to American options under pinning B D’Auria, E García-Portugués, A Guada Mathematics 8 (7), 1159, 2020 | 8 | 2020 |
| Optimal stopping of Gauss-Markov bridges A Azze, B D'Auria, E García-Portugués arXiv preprint arXiv:2211.05835, 2022 | 2 | 2022 |
| Optimal stopping of an Ornstein-Uhlenbeck bridge B D'Auria, E García-Portugués, A Guada arXiv preprint arXiv:2110.13056, 2021 | 2 | 2021 |
| Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes A Azze, B D'Auria, E García-Portugués Stochastics 96 (1), 921-946, 2024 | | 2024 |
| Optimal stopping of an Ornstein–Uhlenbeck bridge A Azze, B D’Auria, E García-Portugués Stochastic Processes and their Applications 172, 104342, 2024 | | 2024 |
| Some results on optimally exercising American put options for time-inhomogeneous processes B D'Auria, E García Portugués, A Guada | | 2021 |
Bernardo D'AuriaUniversità di PadovaVerified email at unipd.it
