David Landriault

According to our database, David Landriault authored at least 4 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Optimal Stopping for Exponential Lévy Models with Weighted Discounting.

David Landriault, Bin Li, José M. Pedraza

SIAM J. Financial Math., September, 2023

2018

Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon.

David Landriault, Bin Li, Danping Li, Virginia R. Young

SIAM J. Financial Math., 2018

2017

A unified approach for drawdown (drawup) of time-homogeneous Markov processes.

David Landriault, Bin Li, Hongzhong Zhang

J. Appl. Probab., 2017

2015

On the Frequency of Drawdowns for Brownian Motion Processes.

David Landriault, Bin Li, Hongzhong Zhang

J. Appl. Probab., 2015