Callable Russian options and their optimal boundaries.
Characterization of σ-porosity via an infinite game
Let X be an arbitrary metric space and P be a porosity-like relation on X. We describe an infinite game which gives a characterization of σ-P-porous sets in X. This characterization can be applied to ordinary porosity above all but also to many other variants of porosity.
Compatibilité entre conduites sociales réelles dans des groupes et les représentations symboliques de ces groupes : un essai de formalisation mathématique
Competitive inventory models
Convergence of values in optimal stopping and convergence of optimal stopping times.