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

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-.1007/s10479-008-0467-2
@@ Property / DOI: 10.1007/s10479-008-0467-2 / rank @@
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+.3981
@@ Property / arXiv ID: 0805.3981 / rank @@
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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
@@ Property / cites work: Q4002114 / rank @@
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+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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+Step Options
@@ Property / cites work: Step Options / rank @@
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+ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
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@@ Property / cites work @@
+Q4692768
@@ Property / cites work: Q4692768 / rank @@
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@@ Property / cites work @@
+Distributions of occupation times of Brownian motion with drift
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@@ Property / cites work @@
+On a generalization of the arc-sine law
@@ Property / cites work: On a generalization of the arc-sine law / rank @@
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@@ Property / DOI @@
+.1007/S10479-008-0467-2
@@ Property / DOI: 10.1007/S10479-008-0467-2 / rank @@
+Normal rank