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Consistency issues for numerical methods for variance control, with applications to optimization in finance

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Cited by

2011Minimizing the probability of lifetime ruin under stochastic volatility18 cited
2000Jump-Diffusions with Controlled Jumps: Existence and Numerical Methods17 cited
2009Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs17 cited

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