ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes

Andrzej Ruszczyński and Jianing Yao

ESAIM: COCV, 26 (2020) 96

Published online: 01 December 2020

DOI: 10.1051/cocv/2020018

Andrzej Ruszczyński

Jianing Yao

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