Chantal Labbé

Available identifiers

zbMath Open labbe.chantalMaRDI QIDQ426291

List of research outcomes

Publication	Date of Publication	Type
Goal achieving probabilities of cone-constrained mean-variance portfolios	2024-07-12	Paper
The Gerber-Shiu function and the generalized Cramér-Lundberg model	2012-06-11	Paper
A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing	2010-11-14	Paper
Conjugate duality in problems of constrained utility maximization	2010-03-18	Paper
The expected discounted penalty function under a risk model with stochastic income	2009-12-16	Paper
Convex duality in constrained mean-variance portfolio optimization	2007-04-26	Paper

Research outcomes over time

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