François Watier

Available identifiers

zbMath Open watier.francoisMaRDI QIDQ552994

List of research outcomes

Publication	Date of Publication	Type
Goal achieving probabilities of cone-constrained mean-variance portfolios	2024-07-12	Paper
Estimation of first passage time densities of diffusions processess through time-varying boundaries	2013-07-01	Paper
Goal achieving probabilities of constrained mean-variance strategies	2011-07-26	Paper
Mean-variance efficiency with extended CIR interest rates	2011-04-06	Paper
FBSDE approach to utility portfolio selection in a market with random parameters	2008-03-26	Paper

Research outcomes over time

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