Proving regularity of the minimal probability of ruin via a game of stopping and control
| Year of publication: |
2011
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|---|---|
| Authors: | Bayraktar, Erhan ; Young, Virginia R. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 4, p. 785-819
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