"Proving regularity of the minimal probability of ruin via a game of ..."

Erhan Bayraktar, Virginia R. Young (2011)

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DOI: 10.1007/S00780-011-0160-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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Erhan Bayraktar, Virginia R. Young:
Proving regularity of the minimal probability of ruin via a game of stopping and control. Finance Stochastics 15(4): 785-818 (2011)

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