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Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia R. - In: Finance and stochastics 15 (2011) 4, pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
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On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan; Burzoni, Matteo - In: Finance and stochastics 24 (2020) 1, pp. 249-275
Persistent link: https://www.econbiz.de/10012253347