9

Continuous-time mean–variance portfolio selection with random horizon in an incomplete market

Année:
2016
Langue:
english
Fichier:
PDF, 365 KB
english, 2016
23

Two-player zero-sum stochastic differential games with regime switching

Année:
2020
Langue:
english
Fichier:
PDF, 433 KB
english, 2020
48

Optimal switching under a hybrid diffusion model and applications to stock trading

Année:
2018
Langue:
english
Fichier:
PDF, 681 KB
english, 2018