David Landriault

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 3

Top Topics

Optimal Stopping

Stochastic Processes

Top Venues

J. Appl. Probab.

SIAM J. Financial Math.

Publications

David Landriault, Bin Li, José M. Pedraza
Optimal Stopping for Exponential Lévy Models with Weighted Discounting. SIAM J. Financial Math. 14 (3) (2023)
David Landriault, Bin Li, Danping Li, Virginia R. Young
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon. SIAM J. Financial Math. 9 (3) (2018)
David Landriault, Bin Li, Hongzhong Zhang
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. J. Appl. Probab. 54 (2) (2017)
David Landriault, Bin Li, Hongzhong Zhang
On the Frequency of Drawdowns for Brownian Motion Processes. J. Appl. Probab. 52 (1) (2015)