Computation of distorted probabilities for diffusion processes via stochastic control methods
| Year of publication: |
2000
|
|---|---|
| Authors: | Young, Virginia R. ; Zariphopoulou, Thaleia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 27.2000, 1, p. 1-18
|