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Weak Dynamic Programming Principle for Viscosity Solutions
(2011) Article accepté pour publication ou publié
Stochastic target problems with controlled loss
(2009) Article accepté pour publication ou publié
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Bouchard, Bruno (2)
Touzi, Nizar (2)
Elie, Romuald (1)SubjectDiscontinuous Viscosity Solutions (1)discontinuous viscosity solutions (1)dynamic programming (1)optimal control (1)Quantile Hedging (1)Stochastic target problem (1)... Plus d'optionsDate Issued2011 (1)2009 (1)Type de documentArticle accepté pour publication ou publié (2)