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Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan; Young, Virginia - In: Finance and Stochastics 11 (2007) 2, pp. 213-236
Persistent link: https://www.econbiz.de/10005184391
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan; Kardaras, Constantinos; Xing, Hao - In: Finance and Stochastics 16 (2012) 2, pp. 275-291
Persistent link: https://www.econbiz.de/10010539358
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Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan; Young, Virginia - In: Finance and Stochastics 15 (2011) 4, pp. 785-818
Persistent link: https://www.econbiz.de/10009400202