through solving semi-infinite programming problems, bounds on the probability
of safely reaching a desired level of wealth on a finite horizon,
when an investor starts with an optimal mean-variance financial investment
strategy under a non-negative wealth restriction.
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E. Di Nardo, A. G. Nobile, E. Pirozzi and L. M. Ricciardi, “A Computational Approach to First-Passage-Time Problems for Gauss-Markov Processes,” Advances in Applied Probability, Vol. 33, No. 2, 2001, pp. 453-482.