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  1. 1
    First Passage Time of a Markov Chain That Converges to Bessel Process

    First Passage Time of a Markov Chain That Converges to Bessel Process by Moussa Kounta

    Published 2017-01-01
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  2. 2
    Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints

    Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints by Moussa Kounta

    Published 2016-01-01
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