Zamrik.com https://validator.w3.org/feed/docs/rss2.html Options Under a Defended Currency Floor Universal Laws for the Times of the Maximum and Minimum of Random Walks Lee’s Moment Formula in the Heston Model Fredholm Methods for Optimal Stopping under Lévy Noise Optimal Timing of Carbon-Capture Retrofit on a Mature Offshore Gas Platform under Stochastic EU-ETS Prices and a Stochastic Decommissioning Deadline Stochastic Stackelberg Games with a Jump-Diffusion Follower: Existence, Verification, and a Fixed-Point Algorithm A Stochastic Maximum Principle for Volterra SDEs Saddle-Point Structures for Two-Player Zero-Sum SDEs with Lévy Noise Verification Theorems for HJB Equations with α-Stable Lévy Noise Resolvent Operators for One-Dimensional Lévy Processes: A Unified Treatment Axial Dispersion as Elastic Diffusion: Micromixing in Tubular Reactors The Distribution of Growing Perpetuities and the Gordon Growth Formula T. Zamrik The Square-Root Wall Projected SOR, Penalty and Policy Iteration for Real-Options Variational Inequalities The Price of a Yaw: Optimal Deadbands and Filters for Wind-Turbine Yaw Control, Calibrated on SCADA Data Dividends When Capital Is Slow: de Finetti’s Problem with a Sticky Boundary The Joint Law of the Times of the Maxima of Correlated Brownian Motions Euler Error for Brownian Motion with Dry Friction Adaptive Milstein Methods for Diffusions with Discontinuous Drift The Rumour That Never Reaches Everyone Does Risk Grow With the Square Root of Time? The Earthquake That Changes the Clock How Often Should You Look at Your Portfolio? Half of What a Prophet Gets A Continuum Theory of Channeling in Espresso and the Grind Paradox Has the Sahm Rule Ever Been Wrong? The Sell Order That Fed on Its Own Volume Three Numbers Move the Whole Yield Curve The Optimal Carbon-Tax Trajectory: A Finite-Horizon HJB Approach Bridging Technical Analysis and Order-Flow Microstructure: A Quantitative Framework Five-Type Queue-Reactive Hawkes Simulation for Futures Price Discovery The Two-Player War of Attrition on a Bivariate Diffusion: A Free Boundary PDE Approach Accountability Collapse under Wealth Growth: A Stochastic Control Problem with Integral Equations The Controlled Symbol: Pseudo-Differential Operators, HJB Duality, and Spatially Varying Regularity Forward Rate Dynamics in the Langevin-Zamrik Framework: HJM Structure and Inertial SPDEs Forward Rate Derivatives Pricing under the Langevin-Zamrik Model Wealth Stratification, Norm Contagion, and Institutional Capture: An Agent-Based Model of Endogenous Accountability Collapse Optimal Dividends with a Resurrection Option in the Cramér–Lundberg Model Robust Israeli Options with Finite Maturity: A Hamilton-Jacobi-Isaacs Approach under Drift Ambiguity Brownian Local Time, Tanaka’s Formula, and the Quantum Delta Potential Order Book Dynamics and Price Impact in Limit Order Markets Hawkes Process Models for High-Frequency Trade Arrivals Market Making Under Inventory Risk with Adverse Selection Optimal Stopping and the Snell Envelope The Three-Player War of Attrition as a Dynkin Game A Stationary Mean Field Congestion Game on a Torus The Russian Option: Optimal Stopping on the Running Maximum and Peskir’s Maximality Principle Home Essays