Volume 22, Number 4, October-December 2016
Special Issue in honor of Jean-Michel Coron for his 60th birthday
Page(s) 953 - 982
Published online 09 September 2016
  1. M. Bardi and I. Capuzzo Dolcetta, Optimal Control and Viscosity Solutions of Hamilton–Jacobi-Bellman Equations. Birkhäuser (1997). [Google Scholar]
  2. T. Basar and G.J. Olsder, Dynamic Noncooperative Game Theory. Academic Press, London, 2nd edition (1995). [Google Scholar]
  3. A. Brace, D. Gatarek and M. Musiela, The market model of interest rate dynamics. Math. Finance 7 (1997) 127–147. [Google Scholar]
  4. A. Bressan and B. Piccoli, Introduction to the Mathematical Theory of Control. AIMS Ser. Appl. Math. Springfield Mo. (2007). [Google Scholar]
  5. D. Brigo and F. Mercurio, Interest Rate Models - Theory and Practice with Smile, Inflation and Credit. Springer, Berlin, 2nd edition (2006). [Google Scholar]
  6. M. Burke and K. Prasad, An evolutionary model of debt. J. Monet. Econ. 49 (2002) 1407–1438. [CrossRef] [Google Scholar]
  7. A. Cairns, Interest Rate Models: An Introduction. Princeton University Press, Princeton (2004). [Google Scholar]
  8. D.A. Carlson, A.B. Haurie and A. Leizarowitz, Infinite Horizon Optimal Control. Deterministic and Stochastic Systems. Springer, Berlin (1991). [Google Scholar]
  9. J.C. Cox, J.E. Ingersoll and S.A. Ross, A theory of the term structure of interest rates. Econometrica 53 (1985) 385–407. [CrossRef] [MathSciNet] [Google Scholar]
  10. L.C. Evans, Partial Differential Equations. American Mathematical Society, Providence, 2nd edition (2010). [Google Scholar]
  11. Z. He and W. Xiong, Dynamic debt runs. Rev. Finance Stud. 25 (2012) 1799–1843. [CrossRef] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.