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Convex duality with transaction costs
Dolinsky, Yan; Soner, Halil Mete - In: Mathematics of operations research 42 (2017) 2, pp. 448-471
Persistent link: https://www.econbiz.de/10011684447
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Discrete dividend payments in continuous time
Keppo, Jussi; Reppen, A. Max; Soner, Halil Mete - In: Mathematics of operations research 46 (2021) 3, pp. 895-911
Persistent link: https://www.econbiz.de/10012625665
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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno; Nutz, Marcel - In: Mathematics of operations research 41 (2016) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
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A stochastic target approach for P&L matching problems
Bouchard, Bruno; Vu, Thanh Nam - In: Mathematics of operations research 37 (2012) 3, pp. 526-558
Persistent link: https://www.econbiz.de/10009612948
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A Stochastic Target Approach for P&L Matching Problems
Bouchard, Bruno; Nam Vu, Thanh - In: Mathematics of operations research 37 (2012) 3, pp. 526-559
Persistent link: https://www.econbiz.de/10010010370