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Results: 3

Authors: Pham, Huy\\^en Quenez, Marie-Claire
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: Kobylanski, Magdalena Quenez, Marie-Claire Rouy-Mironescu, Elisabeth
Citation: Kobylanski, Magdalena et al., Optimal multiple stopping time problem, Annals of applied probability , 21(4), 2011, pp. 1365-1399

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
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