3 results
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
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- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 21 July 2023, pp. 340-367
- Print publication:
- March 2024
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On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 1 / May 2008
- Published online by Cambridge University Press:
- 17 April 2015, pp. 183-206
- Print publication:
- May 2008
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Martingale Approach to Pricing Perpetual American Options
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 195-220
- Print publication:
- November 1994
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