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%0 Journal Article
%1 journals/siamco/BayraktarZ15a
%A Bayraktar, Erhan
%A Zhang, Yuchong
%D 2015
%J SIAM J. Control and Optimization
%K dblp
%N 1
%P 91-113
%T Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs.
%U http://dblp.uni-trier.de/db/journals/siamco/siamco53.html#BayraktarZ15a
%V 53
@article{journals/siamco/BayraktarZ15a,
added-at = {2015-03-11T00:00:00.000+0100},
author = {Bayraktar, Erhan and Zhang, Yuchong},
biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2987308621e56d8ce5ba23e33cbf706cf/dblp},
ee = {http://dx.doi.org/10.1137/140967052},
interhash = {df866768ab8d812748e49924bc9f46bb},
intrahash = {987308621e56d8ce5ba23e33cbf706cf},
journal = {SIAM J. Control and Optimization},
keywords = {dblp},
number = 1,
pages = {91-113},
timestamp = {2016-02-02T02:49:17.000+0100},
title = {Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs.},
url = {http://dblp.uni-trier.de/db/journals/siamco/siamco53.html#BayraktarZ15a},
volume = 53,
year = 2015
}
