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Computation of distorted probabilities for diffusion processes via stochastic control methods
Young, Virginia R.; Zariphopoulou, Thaleia - In: Insurance: Mathematics and Economics 27 (2000) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10005374735
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Computation of distorted probabilities for diffusion processes via stochastic control methods
Young, Virginia R.; Zariphopoulou, Thaleia - In: Insurance / Mathematics & economics 27 (2000) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10006906965
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Pricing insurance via stochastic control : optimal consumption and terminal wealth
Young, Virginia R.; Zariphopoulou, Thaleia - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 141-155
Persistent link: https://www.econbiz.de/10009918893