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An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
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Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong
- In:
Finance and stochastics
2
(
1998
)
3
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pp. 295-310
Persistent link: https://www.econbiz.de/10001243269
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