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~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Incomplete market"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Incomplete market
Control theory
37
Kontrolltheorie
37
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
19
Portfolio-Management
19
Theorie
18
Theory
18
Reinsurance
7
Rückversicherung
7
Dividend
6
Dividende
6
Mathematical programming
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Mathematische Optimierung
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CAPM
5
stochastic optimal control
5
Option pricing theory
4
Optionspreistheorie
4
stochastic control
4
Dynamic programming
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Dynamische Optimierung
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Experiment
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Hamilton-Jacobi-Bellman equation
3
Probability theory
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Risikomanagement
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Risk management
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Transaction costs
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Transaktionskosten
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Wahrscheinlichkeitsrechnung
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Erwartungsnutzen
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Expected utility
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HJB equation
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Insurance
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Martingal
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Martingale
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Risikomaß
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Risikomodell
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Aufsatz in Zeitschrift
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English
2
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Korn, Ralf
1
Sulem, Agnès
1
Øksendal, Bernt K.
1
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Applied mathematical finance
1
Economic modelling
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
2
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1
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
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2
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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