2 results
MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS
- Part of
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 01 July 2019, pp. 847-883
- Print publication:
- September 2019
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- Article
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A game interpretation of the Neumann problem for fullynonlinear parabolic and elliptic equations
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 19 / Issue 4 / October 2013
- Published online by Cambridge University Press:
- 13 August 2013, pp. 1109-1165
- Print publication:
- October 2013
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- Article
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