Optimal investment strategy to minimize occupation time (Q993736): Difference between revisions

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+Some formulae for a new type of path-dependent option
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+Correspondence between lifetime minimum wealth and utility of consumption
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+On a formula of Takács for Brownian motion with drift
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+THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
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+Q4002114
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+Q4368791
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+Step Options
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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+Q4692768
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+Distributions of occupation times of Brownian motion with drift
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+On a generalization of the arc-sine law
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