Lu, Yingdong
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September 2009, Volume 14, Number S09 - Articles
Asymptotic Estimation of Finite Horizon Ruin Probability for Random Walks with Heavy Tailed Increments ThroughCorrected Diffusion Approximations
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Autumn 2008, Volume 3, Number A08 - Articles
Approximating the Value Functions of Stochastic Knapsack Problems:A Homogeneous Monge-Ampere Equation and Its Stochastic Counterparts
Abstract