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Dynamic strategies for asset allocation, Financial Analyst Journal, pp.16-27, 1988. ,
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Large Deviations and Idempotent Probability, 2001. ,
Min-Plus probability calculus, 1998. ,
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Optimal consumption and investment under a drawdown constraint, 2006. ,
Monte Carlo valuation of American options, Mathematical Finance, vol.12, pp.271-286, 2002. ,
The Existence of Certain Stopping Times on Brownian Motion, The Annals of Mathematical Statistics, vol.40, issue.2, pp.715-718, 1969. ,
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Increasing risk: I. A definition, Journal of Economic Theory, vol.2, issue.3, pp.225-243, 1970. ,
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Lévy Processes and Infinitely Divisible Distributions, 1999. ,
Stochastic Orders and Their Applications, 1994. ,
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of Take-or-Pay, Journal of Financial and Quantitative Analysis, vol.30, pp.271-293, 1995. ,
Leprobì eme de Skorohod sur R : une approche avec le temps local, Séminaire de Probabilités, XVII, Lecture Notes in Math, vol.986, pp.227-239, 1983. ,
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