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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Dokučaev, Nikolaj G."
~person:"Junca, Mauricio"
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Search: subject_exact:"Optimal control problem"
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Control theory
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stochastic optimal control
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Dokučaev, Nikolaj G.
Junca, Mauricio
Young, Virginia R.
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Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied economics letters
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
Saved in:
2
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
3
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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