Citation: Pham, Huy\\^en et Quenez, Marie-claire, Optimal Portfolio in Partially Observed Stochastic Volatility Models, Annals of applied probability , 11(1), 2001, pp. 210-238
Authors:
Grigorova, Miryana
Imkeller, Peter
Offen, Elias
Ouknine, Youssef
Quenez, Marie-Claire
Citation: Grigorova, Miryana et al., Reflected bsdes when the obstacle is not right-continuous and optimal stopping, Annals of applied probability , 27(5), 2017, pp. 3153-3188