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David Landriault

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2023
[j4]
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David Landriault, Bin Li, José M. Pedraza:
Optimal Stopping for Exponential Lévy Models with Weighted Discounting. SIAM J. Financial Math. 14(3): 777-811 (2023)
2018
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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): 1046-1073 (2018)
2017
[j2]
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David Landriault, Bin Li, Hongzhong Zhang:
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. J. Appl. Probab. 54(2): 603-626 (2017)
2015
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David Landriault, Bin Li, Hongzhong Zhang:
On the Frequency of Drawdowns for Brownian Motion Processes. J. Appl. Probab. 52(1): 191-208 (2015)

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