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Competitive industry dynamics with constant costs
Currie, Martin, (1998)
Irreversible investment problems
Øksendal, Anders, (2000)
Irreversible investment in stochastically cyclical
Ruiz-Aliseda, Francisco, (2007)
Mean-variance hedging for partially observed drift processes
Pham, Huyên, (2001)
A large deviations approach to optimal long term investment
Pham, Huyên, (2003)
Some applications and methods of large deviations in finance and insurance
Pham, Huyên, (2007)