Browsing by Author Zariphopoulou, Thaleia
Showing results 1 to 1 of 1
Publication Date | Article Title | Author(s) |
---|---|---|
2016 | Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations | Shkolnikov, Mykhaylo; Sircar, Ronnie; Zariphopoulou, Thaleia |