6 results
Optimal entry and consumption under habit formation
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 10 March 2022, pp. 433-459
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- June 2022
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Two-player zero-sum stochastic differential games with random horizon
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 1209-1235
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- December 2019
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Optimal dividend strategies for two collaborating insurance companies
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 515-548
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- June 2017
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A convergence result for the ergodic problem for Hamilton–Jacobi equations with Neumann-type boundary conditions
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 146 / Issue 2 / April 2016
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- 03 March 2016, pp. 225-242
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- April 2016
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Time-Independent Finite Difference and Ghost Cell Method to Study Sloshing Liquid in 2D and 3D Tanks with Internal Structures
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- Communications in Computational Physics / Volume 13 / Issue 3 / March 2013
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- 03 June 2015, pp. 780-800
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- March 2013
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An Adjoint State Method for Numerical Approximation of Continuous Traffic Congestion Equilibria
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- Communications in Computational Physics / Volume 10 / Issue 5 / November 2011
- Published online by Cambridge University Press:
- 20 August 2015, pp. 1113-1131
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- November 2011
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