Found: 19
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On the joint survival probability of two collaborating firms.
- Published in:
- Journal of Applied Probability, 2024, v. 61, n. 2, p. 369, doi. 10.1017/jpr.2023.46
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- Article
Large Ranking Games with Diffusion Control.
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- Mathematics of Operations Research, 2024, v. 49, n. 2, p. 675, doi. 10.1287/moor.2023.1373
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- Article
Long Term Average Cost Control Problems Without Ergodicity.
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- Applied Mathematics & Optimization, 2022, v. 86, n. 3, p. 1, doi. 10.1007/s00245-022-09902-y
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- Article
Gambling for Resurrection and the Heat Equation on a Triangle.
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- Applied Mathematics & Optimization, 2021, v. 84, n. 3, p. 3111, doi. 10.1007/s00245-020-09741-9
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- Article
Bayesian sequential testing with expectation constraints.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2019045
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- Article
The De Vylder–Goovaerts conjecture holds within the diffusion limit.
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- Journal of Applied Probability, 2019, v. 56, n. 2, p. 546, doi. 10.1017/jpr.2019.33
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- Article
A Verification Theorem for Optimal Stopping Problems with Expectation Constraints.
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- Applied Mathematics & Optimization, 2019, v. 79, n. 1, p. 145, doi. 10.1007/s00245-017-9424-2
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- Article
Erratum to: A Verification Theorem for Optimal Stopping Problems with Expectation Constraints.
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- 2019
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- Correction Notice
Last minute panic in zero sum games.
- Published in:
- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018015
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- Article
Controlling the Occupation Time of an Exponential Martingale.
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- Applied Mathematics & Optimization, 2017, v. 76, n. 2, p. 415, doi. 10.1007/s00245-016-9356-2
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- Article
ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 7, p. -1, doi. 10.1142/S0219024914500423
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- Article
Futures Cross-Hedging with a Stationary Basis.
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- Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 6, p. 1361, doi. 10.1017/S0022109012000555
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- Article
Cross hedging with stochastic correlation.
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- Finance & Stochastics, 2012, v. 16, n. 1, p. 17, doi. 10.1007/s00780-010-0148-2
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- Article
PREFACE.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 211, doi. 10.1142/S0219493711003243
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- Article
SKOROKHOD EMBEDDINGS IN BOUNDED TIME.
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- Stochastics & Dynamics, 2011, v. 11, n. 2/3, p. 215, doi. 10.1142/S0219493711003255
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- Article
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning.
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- Applied Mathematics & Optimization, 2011, v. 64, n. 1, p. 135, doi. 10.1007/s00245-011-9134-0
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- Article
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 7, p. 1103, doi. 10.1142/S0219024910006133
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- Article
PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS.
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- Mathematical Finance, 2010, v. 20, n. 2, p. 289, doi. 10.1111/j.1467-9965.2010.00398.x
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- Article
A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT.
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- Stochastics & Dynamics, 2008, v. 8, n. 1, p. 35, doi. 10.1142/S0219493708002160
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- Article