Journal of Stochastic Analysis
Article
AN ITÔ INTEGRAL FOR A TWO-SIDED LÉVY PROCESS
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ROBUST OPTIMAL CONSUMPTION, INVESTMENT AND REINSURANCE FOR RECURSIVE PREFERENCES
Elizabeth Dadzie, Wilfried Kuissi Kamdem, and Marcel Ndengo
GENERALIZED DELAYED BLACK–SCHOLES FORMULA
Bi gole Hubert Le and Auguste Aman
A STOCHASTIC MAXIMUM PRINCIPLE FOR SINGULAR MEAN-FIELD REGIME-SWITCHING OPTIMAL CONTROL
Maalvladedon Ganet Some and Edward Korveh