Published in: Mathematical finance ; 33(2023), 4 vom: Okt., Seite 1213-1247

Published in: SIAM Journal on Control and Optimization, 42 (2003) 2, Seite 397-421

Published in: Mathematics of Operations Research, 24 (1999) 2, Seite 495-508

Published in: Mathematics of Operations Research, 24 (1999) 2, Seite 495-508

Published in: Mathematical Finance, 33 (2023) 4, Seite 1213-1247

Published in: Electronic Communications in Probability, 22 (2017) none

Published in: Finance and Stochastics, 21 (2017) 1, Seite 157-186

Published in: SIAM Journal on Financial Mathematics, 6 (2015) 1, Seite 281-306

Published in: SIAM Journal on Control and Optimization, 51 (2013) 2, Seite 996-1034

Published in: Electronic Journal of Probability, 18 (2013) none

Published in: Stochastic Processes and their Applications, 120 (2010) 7, Seite 1033-1059

Published in: Insurance: Mathematics and Economics, 42 (2008) 3, Seite 954-961

Published in: Applied Mathematics and Optimization, 54 (2006) 1, Seite 71-93

Published in: SIAM Journal on Control and Optimization, 46 (2007) 3, Seite 839-876

Published in: International Journal of Stochastic Analysis, 2006 (2006) 1

Published in: SSRN Electronic Journal (2003)

Published in: The Annals of Applied Probability, 11 (2001) 1

Published in: The Annals of Applied Probability, 11 (2001) 1, Seite 239-260