228 citations
- Tunis UniversityTN152 papers
- Centre National de la Recherche ScientifiqueFR129 papers
- Université Paris-SaclayFR95 papers
- University of WarsawPL90 papers
- Centro de Investigaciones Energéticas, Medioambientales y TecnológicasES89 papers
- Rutgers, The State University of New JerseyUS89 papers
- UCLouvainBE89 papers
- Institute of Nuclear Physics of LyonFR88 papers
- Ruđer Bošković InstituteHR88 papers
- South China Normal UniversityCN88 papers
- Sungkyunkwan UniversityKR88 papers
- Universidad Autónoma de MadridES88 papers
Showing 2013 · math.PRShow all
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math.PR2013★ 14 cited
On exponential functionals, harmonic potential measures and undershoots of subordinators
Larbi Alili, Wissem Jedidi, Víctor Rivero
We establish a link between the distribution of an exponential functional I and the undershoots of a subordinator, which is given in terms of the associated harmonic potential meas…
math.PR2013
Maximization of recursive utilities under convex portfolio constraints
Anis Matoussi, Hanen Mezghani, Mohamed Mnif
We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumptio…