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Variational Inequalities in Management Science and Finance : Modelling, Analysis, Numerics and Applications
Tsekrekos, Andrianos E., (2024)
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter, (2014)
On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun, (2017)
Some distributions for classical risk process that is perturbed by diffusion
Wang, Guojing, (2000)
On a joint distribution for the risk process with constant interest force
Wu, Rong, (2005)
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
Wang, Guojing, (2008)